Measuring Market Risk Of The Cattle Feeding Margin: An Application Of Value-At-Risk Analysis
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DOI: 10.22004/ag.econ.21628
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- Odening, Martin & Hinrichs, Jan, 2003.
"Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 52(02), pages 1-11.
- Odening, Martin & Hinrichs, Jan, 2002. "Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory," Working Paper Series 18826, Humboldt University Berlin, Department of Agricultural Economics.
- Odening, M. & Mußhoff, O., 2001. "Value at Risk – ein nützliches Instrument des Risikomanagement in Agrarbetrieben?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 37.
- Odening, Martin & Hinrichs, Jan, 2002. "Assessment Of Market Risk In Hog Production Using Value-At-Risk And Extreme Value Theory," 2002 Annual meeting, July 28-31, Long Beach, CA 19907, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Manfredo, Mark R. & Garcia, Philip & Leuthold, Raymond M., 2000. "Time-Varying Multiproduct Hedge Ratio Estimation In The Soybean Complex: A Simplified Approach," 2000 Conference, April 17-18 2000, Chicago, Illinois 18933, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
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Keywords
Livestock Production/Industries; Risk and Uncertainty;Statistics
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