Can crop yield risk be globally diversified?
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More about this item
Keywords
crop yield risk; fully nested hierarchical Archimedean copulas (FNAC); price boom;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- Q19 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2011-03-26 (Agricultural Economics)
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