Agricultural Finance Review: Volume 71 Issue 2

Default and loss given default in agriculture

Glenn Pederson, Nicholas Sakaimbo

The purpose of this paper is to investigate the relationship between loan default and loss given default (LGD) in an agricultural loan portfolio. The analysis employs a simulation…

Efficiency in agricultural commodity futures markets in India: Evidence from cointegration and causality tests

Jabir Ali, Kriti Bardhan Gupta

In line with the ongoing global and domestic reforms in agriculture and allied sectors, the Indian Government is reducing its direct market intervention and encouraging private…

Time‐varying hedge ratios in linked agricultural markets

Anton Bekkerman

The purpose of this paper is to examine the potential gains in hedge ratio calculation for agricultural commodities by incorporating market linkages and prices of related…

Regulation and the financial performance of Canadian agribusinesses

Brandon Schaufele, David Sparling

The purpose of this paper is to investigate the relationships between regulatory changes, returns on equity and stock market valuations for Canadian food and non‐food…

Weather index‐based insurances for farmers in the North China Plain: An analysis of risk reduction potential and basis risk

Leif Erec Heimfarth, Oliver Musshoff

The purpose of this paper is to analyze the extent to which weather index‐based insurances can contribute to reducing shortfall risks of revenues of a representative average farm…

Sequential investment and delay: an agribusiness firm case study

Sameh Hachicha, Leila Kaaniche, Fathi Abid

Investment decisions by agribusiness firms are costly and subject to high volatility and uncertainty. In many cases, the project value is not only determined by its cash‐flows…

Farmer demand for financial record‐keeping system attributes

Christopher A. Wolf, Frank Lupi, Stephen Harsh

The purpose of this paper is to determine which financial record‐keeping system farmers use, as well as what system attributes farmers value and to what degree.