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American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) >
2000 Annual meeting, July 30-August 2, Tampa, FL >
Please use this identifier to cite or link to this item:
http://purl.umn.edu/21888
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| Title: | RISK ANALYSIS UNDER CORRELATED, NON-NORMAL PRICE AND YIELD PROBABILITY DISTRIBUTIONS |
| Authors: | Ramirez, Octavio A.
Sosa, Romeo |
| Authors (Email): | Ramirez, Octavio A. (oramirez@uga.edu) |
| Issue Date: | 2000 |
| Series/Report no.: | Selected Paper |
| Abstract: | Recently developed techniques are combined for modeling mutually correlated crop yields and prices that exhibit heteroscedasticity and autocorrelation, respectively, and follow non-normal probability density functions (pdf's). The importance rigorously modeling these pdf's for financial risk analysis is illustrated through a case study of tropical agroforestry systems for coffee production. |
| URI: | http://purl.umn.edu/21888 |
| Institution/Association: | American Agricultural Economics Association>2000 Annual meeting, July 30-August 2, Tampa, FL |
| Total Pages: | 27 |
| Language: | English |
| Collections: | 2000 Annual meeting, July 30-August 2, Tampa, FL
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Files in This Item:
| File |
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| sp00ra02.pdf | 151Kb | PDF | View/Open |
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