Economics at your fingertips  

Asymmetric Price Risk: An Econometric Analysis of Aggregate Sow Farrowings, 1973–86

Russell Tronstad and Thomas J. McNeill

American Journal of Agricultural Economics, 1989, vol. 71, issue 3, 630-637

Abstract: Aggregate sow farrowing response to price risk is estimated where price risk is defined as the difference between expected price at decision time and realized price at acquisition or selling time. Asymmetric (unfavorable deviations) and symmetric (favorable and unfavorable deviations) forms of price risk are estimated utilizing cash and futures prices. Statistical results suggest that an asymmetric form of risk analysis is preferred to a symmetric form, for both cash and futures markets.

Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed

Downloads: (external link) (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

American Journal of Agricultural Economics is currently edited by Madhu Khanna, Brian E. Roe, James Vercammen and JunJie Wu

More articles in American Journal of Agricultural Economics from Agricultural and Applied Economics Association Contact information at EDIRC.
Bibliographic data for series maintained by Oxford University Press () and Christopher F. Baum ().

Page updated 2021-11-14
Handle: RePEc:oup:ajagec:v:71:y:1989:i:3:p:630-637.