Measuring Parametric and Semiparametric Downside Risks of Selected Agricultural Commodities
Riziko poklesu v prípade šiestich hlavných poľnohospodárskych komodít - kukurice, pšenice, sóje, sójovej múčky, sójového oleja a ovsa. Upravená hodnota v riziku (mVaR) a upravená podmienená hodnota v riziku (mCVaR), ktoré poskytujú presnejšie výsledky zníženia rizika ako bežné hodnoty v riziku (VaR)...
Salvato in:
| Autore principale: | |
|---|---|
| Altri autori: | , |
| Natura: | Capitolo di libro |
| Lingua: | inglese |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi: Measuring Parametric and Semiparametric Downside Risks of Selected Agricultural Commodities
- Multiscale Interdependence Between the Major Agricultural Commodities
- Risk Management of German Fruit Producers
- Production and Price Development of Agricultural Commodities: Wheat, Corn and Sunflower Seeds in 2022
- Agricultural Commodity Price Dynamics and Their Determinants: A Comprehensive Econometric Approach
- The Impact of Geopolitical Risk on Agricultural Commodity Prices
- Agricultural Insurance as a Risk Management Tool for Growing Crops