MEASURING HISTORICAL RISK IN QUARTERLY MILK PRICES

Various methods have been used to estimate risk indices with historical data. An industry perception of increasing milk price risk over time provides a standard for evaluating several techniques used to measure historical risk. Risk measures from a regression model and an ARIMA model were consistent with the perception of increasing risk.


Issue Date:
1993-04
Publication Type:
Journal Article
PURL Identifier:
http://purl.umn.edu/31635
Published in:
Agricultural and Resource Economics Review, Volume 22, Number 1
Page range:
20-26
Total Pages:
7




 Record created 2017-04-01, last modified 2017-10-20

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