Extreme Measures of Agricultural Financial Risk
This paper is from the Centre for Financial Markets (CFM) Working Paper series at University College Dublin.
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Volume (Year): 63 (2012)
Issue (Month): 1 (02)
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ben White & P. J. Dawson, 2005. "Measuring Price Risk on UK Arable Farms," Journal of Agricultural Economics, Wiley Blackwell, vol. 56(2), pages 239-252.
- Siaplay, Mounir & Nganje, William E. & Kaitibie, Simeon, 2005. "Value-At-Risk And Food Safety Losses In Turkey Processing," Agribusiness & Applied Economics Report 23556, North Dakota State University, Department of Agribusiness and Applied Economics.
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- John Cotter, 2011. "Varying the VaR for Unconditional and Conditional Environments," Papers 1103.5649, arXiv.org.
- Colin A. Carter & Aaron Smith, 2007. "Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," The Review of Economics and Statistics, MIT Press, vol. 89(3), pages 522-533, August.
- Carter, Colin A. & Smith, Aaron D., 2006. "Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25447, International Association of Agricultural Economists.
- Mark R. Manfredo & Raymond M. Leuthold, 2001. "Market risk and the cattle feeding margin: An application of Value-at-Risk," Agribusiness, John Wiley & Sons, Ltd., vol. 17(3), pages 333-353.
- Carter, Colin A. & Smith, Aaron D., 2004. "The Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," Working Papers 11997, University of California, Davis, Department of Agricultural and Resource Economics.
- Odening, M. & MuÃŸhoff, O., 2002. "Value at Risk â€“ ein nÃ¼tzliches Instrument des Risikomanagement in Agrarbetrieben?," Proceedings "Schriften der Gesellschaft fÃ¼r Wirtschafts- und Sozialwissenschaften des Landbaues e.V.", German Association of Agricultural Economists (GEWISOLA), vol. 37.
- Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228.
- Mario J. Miranda & Joseph W. Glauber, 1997. "Systemic Risk, Reinsurance, and the Failure of Crop Insurance Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 79(1), pages 206-215. Full references (including those not matched with items on IDEAS)
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