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The dependence structure between yields and prices: A copula-based model of French farm income

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  • Bousebata, Meryem
  • Enjolras, Geoffroy
  • Girard, Stéphane

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  • Bousebata, Meryem & Enjolras, Geoffroy & Girard, Stéphane, 2020. "The dependence structure between yields and prices: A copula-based model of French farm income," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304313, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea20:304313
    DOI: 10.22004/ag.econ.304313
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    References listed on IDEAS

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    1. Nadja El Benni & Robert Finger & Miranda P.M. Meuwissen, 2016. "Potential effects of the income stabilisation tool (IST) in Swiss agriculture," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(3), pages 475-502.
    2. Sherrick, Bruce, 2012. "Relative Importance of Price vs. Yield variability in Crop Revenue Risk," farmdoc daily, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, vol. 2, October.
    3. Christos J. Emmanouilides & Panos Fousekis, 2015. "Vertical price dependence structures: copula-based evidence from the beef supply chain in the USA," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 42(1), pages 77-97.
    4. Tamara Ben-Ari & Julien Boé & Philippe Ciais & Remi Lecerf & Marijn Van der Velde & David Makowski, 2018. "Causes and implications of the unforeseen 2016 extreme yield loss in the breadbasket of France," Nature Communications, Nature, vol. 9(1), pages 1-10, December.
    5. Gijbels, Irène & Veraverbeke, Noël & Omelka, Marel, 2011. "Conditional copulas, association measures and their applications," Computational Statistics & Data Analysis, Elsevier, vol. 55(5), pages 1919-1932, May.
    6. Jean-Paul Chavas, 2011. "Agricultural policy in an uncertain world," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 38(3), pages 383-407, August.
    7. Panos Fousekis & Vasilis Grigoriadis, 2017. "Joint price dynamics of quality differentiated commodities: copula evidence from coffee varieties," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 44(2), pages 337-358.
    8. D. Gale Johnson, 1975. "World Agriculture, Commodity Policy, and Price Variability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 57(5), pages 823-828.
    9. Zhu, Ying & Ghosh, Sujit K. & Goodwin, Barry K., 2008. "Modeling Dependence in the Design of Whole Farm---A Copula-Based Model Approach," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6282, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Barry K. Goodwin & Ashley Hungerford, 2015. "Copula-Based Models of Systemic Risk in U.S. Agriculture: Implications for Crop Insurance and Reinsurance Contracts," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(3), pages 879-896.
    11. Noël Veraverbeke & Marek Omelka & Irène Gijbels, 2011. "Estimation of a Conditional Copula and Association Measures," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(4), pages 766-780, December.
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    1. Ouachene, Naomi & Senga Kiessé, Tristan & Corson, Michael S., 2024. "Using conditional Kendall's tau estimation to assess interactions among variables in dairy-cattle systems," Agricultural Systems, Elsevier, vol. 220(C).

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    Keywords

    Risk and Uncertainty; Research Methods/Statistical Methods; Agricultural Finance;
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