The Optimization of Bayesian Extreme Value: Empirical Evidence for the Agricultural Commodities in the US
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- Linyin Cheng & Amir AghaKouchak & Eric Gilleland & Richard Katz, 2014. "Non-stationary extreme value analysis in a changing climate," Climatic Change, Springer, vol. 127(2), pages 353-369, November.
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- Zheng, Yixing & Ramsey, Austin F., 2022. "Extreme Correlation Between Daily Basis Returns of Local Corn Markets in North Carolina," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322373, Agricultural and Applied Economics Association.
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Keywords
agricultural commodity future prices; extreme value; NON-stationary Extreme Value Analysis (NEVA); Newton-optimal method;All these keywords.
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