Lassen sich Ertragsrisiken in der Landwirtschaft global diversifizieren?
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
DOI: 10.22004/ag.econ.260267
Download full text from publisher
Other versions of this item:
- Liu, Xiaoliang & Xu, Wei & Odening, Martin, 2010. "Lassen Sich Ertragsrisiken In Der Landwirtschaft Global Diversifizieren?," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93955, German Association of Agricultural Economists (GEWISOLA).
References listed on IDEAS
- Vedenov, Dmitry V., 2008. "Application of Copulas to Estimation of Joint Crop Yield Distributions," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6264, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Wei Xu & Guenther Filler & Martin Odening & Ostap Okhrin, 2010.
"On the systemic nature of weather risk,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(2), pages 267-284, August.
- Filler, Guenther & Odening, Martin & Okhrin, Ostap & Xu, Wei, 2009. "On the systemic nature of weather risk," SFB 649 Discussion Papers 2009-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49131, Agricultural and Applied Economics Association.
- Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Conference, August 16-22, 2009, Beijing, China 51426, International Association of Agricultural Economists.
- Sarris, A., 2009. "Factors Affecting Recent and Future Price Volatility of Food Commodities," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 44, March.
- Upadhyay, Bharat Mani & Smith, Elwin G., 2005. "Modeling Crop Yield Distributions from Small Samples," Annual Meeting, 2005, July 6-8, San Francisco, CA 34161, Canadian Agricultural Economics Society.
- Niall Whelan, 2004. "Sampling from Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 339-352.
- Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2008. "Modeling dependencies in finance using copulae," SFB 649 Discussion Papers 2008-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Schulte-Geers, Matthias & Berg, Ernst, 2011. "Modelling farm production risk with copulae instead of correlations," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115996, European Association of Agricultural Economists.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ostap Okhrin & Martin Odening & Wei Xu, 2013.
"Systemic Weather Risk and Crop Insurance: The Case of China,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 351-372, June.
- Xu, Wei & Okhrin, Ostap & Odening, Martin & Cao, Ji, 2010. "Systemic weather risk and crop insurance: The case of China," SFB 649 Discussion Papers 2010-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raushan Bokusheva, 2011. "Measuring dependence in joint distributions of yield and weather variables," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(1), pages 120-141, May.
- Bokusheva, Raushan, 2010. "Measuring the dependence structure between yield and weather variables," MPRA Paper 22786, University Library of Munich, Germany.
- Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "CDO and HAC," SFB 649 Discussion Papers 2009-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wei Xu & Guenther Filler & Martin Odening & Ostap Okhrin, 2010.
"On the systemic nature of weather risk,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(2), pages 267-284, August.
- Filler, Guenther & Odening, Martin & Okhrin, Ostap & Xu, Wei, 2009. "On the systemic nature of weather risk," SFB 649 Discussion Papers 2009-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49131, Agricultural and Applied Economics Association.
- Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Conference, August 16-22, 2009, Beijing, China 51426, International Association of Agricultural Economists.
- Franziska Gaupp & Georg Pflug & Stefan Hochrainer‐Stigler & Jim Hall & Simon Dadson, 2017. "Dependency of Crop Production between Global Breadbaskets: A Copula Approach for the Assessment of Global and Regional Risk Pools," Risk Analysis, John Wiley & Sons, vol. 37(11), pages 2212-2228, November.
- Fengler, Matthias R. & Okhrin, Ostap, 2012.
"Realized copula,"
SFB 649 Discussion Papers
2012-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fengler, Matthias & Okhrin, Ostap, 2012. "Realized Copula," Economics Working Paper Series 1214, University of St. Gallen, School of Economics and Political Science.
- Feng, Xiaoguang & Hayes, Dermot J., 2014.
"Is Government Involvement Really Necessary: Implications for Systemic Risk and Crop Reinsurance Contracts,"
ISU General Staff Papers
201410010700001002, Iowa State University, Department of Economics.
- Feng, Xiaoguang & Hayes, Dermot, 2014. "Is Government Involvement Really Necessary: Implications for Systemic Risk and Crop Reinsurance Contracts," 2014 AAEA: Crop Insurance and the 2014 Farm Bill Symposium: Implementing Change in U.S. Agricultural Policy, October 8-9, 2014, Louisville, KY 184241, Agricultural and Applied Economics Association.
- repec:hum:wpaper:sfb649dp2009-002 is not listed on IDEAS
- repec:hum:wpaper:sfb649dp2010-022 is not listed on IDEAS
- Liu, Xiaoliang & Xu, Wei & Odening, Martin, 2011. "Can crop yield risk be globally diversified?," SFB 649 Discussion Papers 2011-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Okhrin, Ostap, 2010. "Fitting high-dimensional copulae to data," SFB 649 Discussion Papers 2010-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Luca Riccetti, 2013. "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, vol. 44(3), pages 1315-1336, June.
- Strausz, Roland, 2009.
"The political economy of regulatory risk,"
SFB 649 Discussion Papers
2009-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Roland Strausz, 2010. "The Political Economy of Regulatory Risk," CESifo Working Paper Series 2953, CESifo.
- repec:hum:wpaper:sfb649dp2009-014 is not listed on IDEAS
- Buchholz, Matthias & Musshoff, Oliver, 2014.
"The role of weather derivatives and portfolio effects in agricultural water management,"
Agricultural Water Management, Elsevier, vol. 146(C), pages 34-44.
- Buchholz, Matthias & Musshoff, Oliver, 2014. "The role of weather derivatives and portfolio effects in agricultural water management," 2014 Conference (58th), February 4-7, 2014, Port Macquarie, Australia 165812, Australian Agricultural and Resource Economics Society.
- Zhiwei Shen & Martin Odening, 2013.
"Coping with systemic risk in index-based crop insurance,"
Agricultural Economics, International Association of Agricultural Economists, vol. 44(1), pages 1-13, January.
- Shen, Zhiwei & Odening, Martin, 2012. "Coping with Systemic Risk in Index-based Crop Insurance," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122555, European Association of Agricultural Economists.
- Songjiao Chen & William Wilson & Ryan Larsen & Bruce Dahl, 2016. "Risk Management for Grain Processors and “Copulas”," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(2), pages 365-382, June.
- Choe, Geon Ho & Jang, Hyun Jin, 2011. "Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 205-213, March.
- Fantazzini, Dean, 2011.
"Analysis of multidimensional probability distributions with copula functions,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 98-134.
- Fantazzini, Dean, 2011. "Analysis of multidimensional probability distributions with copula functions. II," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 98-132.
- repec:hum:wpaper:sfb649dp2009-040 is not listed on IDEAS
- Zhang, Yifei & Goodwin, Barry K., 2020. "Implications of U.S. Crop Insurance -- A Perspective from Copulas," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304343, Agricultural and Applied Economics Association.
- Jean-David Fermanian, 2012. "An overview of the goodness-of-fit test problem for copulas," Papers 1211.4416, arXiv.org.
- Weiß, Gregor N.F. & Scheffer, Marcus, 2015. "Mixture pair-copula-constructions," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 175-191.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:gewipr:260267. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/gewisea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.