The Robustness Of Single Index Models In Crop Markets: A Multiple Index Model Test: Reply
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.30822
Download full text from publisher
References listed on IDEAS
- McDonald, Bill & Lee, Cheng-Few, 1988. "An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 505-509, October.
- Turvey, Calum G. & Baker, Timothy G. & Weersink, Alfons, 1992. "Farm Operating Risk And Cash Rent Determination," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(1), pages 1-7, July.
- Amegbeto, Koffi N. & Featherstone, Allen M., 1992. "Risk Costs And The Choice Of Market Return Index," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(1), pages 1-8, July.
- Robert A. Collins & Peter J. Barry, 1986. "Risk Analysis with Single-Index Portfolio Models: An Application to Farm Planning," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(1), pages 152-161.
- Gempesaw, Conrado M., II & Tambe, A.M. & Nayga, Rodolfo M., Jr. & Toensmeyer, Ulrich C., 1988. "The Single Index Market Model In Agriculture," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 17(2), pages 1-9, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Xu, Feng & Prato, Tony & Lin, Cho-Min, 1994. "Evaluation of Risk for Alternative Farming Systems in Missouri," Miscellaneous Reports 257807, University of Missouri Columbia, Department of Agricultural Economics.
- Steven C. Blank, 1995. "The new risk environment in California agriculture," Agribusiness, John Wiley & Sons, Ltd., vol. 11(2), pages 155-168.
- Turvey, Calum G. & Baker, Timothy G., 1990. "A Pedagogic Review of the Efficient Set Mathematics Applied to Farm Operating Risk," Department of Agricultural Economics and Business 258630, University of Guelph.
- Turvey, Calum Greig, 1990. "An Application Of The Single Index Model To Regional And Farm Level Risk Analysis," 1990 Annual meeting, August 5-8, Vancouver, Canada 270859, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Amegbeto, Koffi N. & Featherstone, Allen M., 1990. "Systematic and Unsystematic Risk Costs for Southeastern Kansas Farm Enterprises," Staff Papers 118181, Kansas State University, Department of Agricultural Economics.
- Blank, Steven C., 1990. "Returns To Limited Crop Diversification," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(2), pages 1-9, December.
- Turvey, Calum Greig, 1990. "An Application of the Single Index Model to Regional and Farm Level Risk Analysis," Department of Agricultural Economics and Business 258662, University of Guelph.
- Amegbeto, Koffi N. & Featherstone, Allen M., 1992. "Risk Costs And The Choice Of Market Return Index," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(1), pages 1-8, July.
- T Heikkinen & K Pietola, 2006. "Rural Investment and the Cost of Income Uncertainty," ERSA conference papers ersa06p51, European Regional Science Association.
- Brent A. Gloy & Timothy G. Baker, 2002.
"The Importance of Financial Leverage and Risk Aversion in Risk-Management Strategy Selection,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(4), pages 1130-1143.
- Baker, Timothy G. & Gloy, Brent A., 2001. "The Importance Of Financial Leverage And Risk Aversion In Risk Management Strategy Selection," 2001 Regional Committee NC-221, October 1-2, 2001, McLean, Virginia 132391, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Beal, Diana J., 1996. "Emerging Issues in Risk Management in Farm Firms," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 64(03), pages 1-12, December.
- David A. Hennessy, 2006.
"On Monoculture and the Structure of Crop Rotations,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(4), pages 900-914.
- David A. Hennessy, 2004. "On Monoculture and the Structure of Crop Rotations," Center for Agricultural and Rural Development (CARD) Publications 04-wp369, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Hennessy, David A., 2004. "On Monoculture and the Structure of Crop Rotations," Staff General Research Papers Archive 12004, Iowa State University, Department of Economics.
- Raphael Markellos & Terence Mills, 2003. "Asset pricing dynamics," The European Journal of Finance, Taylor & Francis Journals, vol. 9(6), pages 533-556.
- Turvey, Calum G. & Driver, H.C., 1985. "An Examination of Systematic Risks in Agriculture: A Farm Sector Capital Asset Pricing Model," 1985 Annual Meeting, August 4-7, Ames, Iowa 278553, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- M J López-Baldovin & C Gutiérrez-Martin & J Berbel, 2006. "Multicriteria and multiperiod programming for scenario analysis in Guadalquivir river irrigated farming," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(5), pages 499-509, May.
- Libbin, James D. & Kohler, Jeremy D. & Hawkes, Jerry M., 2004. "Does Modern Portfolio Theory Apply to Agricultural Land Ownership? Concepts for Farmers and Farm Managers," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2004, pages 1-12.
- Collins, Robert A., 1993. "The Robustness Of Single Index Models In Crop Markets: A Multiple Index Model Test: Comment," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(1), pages 1-4, July.
- Bao-Li Miao & Ying Liu & Yu-Bing Fan & Xue-Jiao Niu & Xiu-Yun Jiang & Zeng Tang, 2023. "Optimization of Agricultural Resource Allocation among Crops: A Portfolio Model Analysis," Land, MDPI, vol. 12(10), pages 1-18, October.
- Loren Tauer, 2002.
"Estimating risk‐adjusted interest rates for dairy farms,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 62(1), pages 59-68, May.
- Tauer, Loren W., 2000. "Estimating Risk-Adjusted Interest Rates for Dairy Farms," Staff Papers 121149, Cornell University, Department of Applied Economics and Management.
- Gempesaw, Conrado M., II & Tambe, A.M. & Nayga, Rodolfo M., Jr. & Toensmeyer, Ulrich C., 1988. "The Single Index Market Model In Agriculture," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 17(2), pages 1-9, October.
More about this item
Keywords
Crop Production/Industries; Marketing;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:jlaare:30822. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/waeaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.