Hedging downside risk in agricultural commodities: A novel nonparametric kernel method
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DOI: 10.1016/j.frl.2024.106340
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More about this item
Keywords
Downside risk; Weighted conditional value-at-risk; Nonparametric kernel method; Agricultural commodity;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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