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Extreme Measures of Agricultural Financial Risk

  • Wyn Morgan
  • John Cotter
  • Kevin Dowd

This paper is from the Centre for Financial Markets (CFM) Working Paper series at University College Dublin.

(This abstract was borrowed from another version of this item.)

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File URL: http://hdl.handle.net/10.1111/j.1477-9552.2011.00322.x
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Article provided by Wiley Blackwell in its journal Journal of Agricultural Economics.

Volume (Year): 63 (2012)
Issue (Month): 1 (02)
Pages: 65-82

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Handle: RePEc:bla:jageco:v:63:y:2012:i:1:p:65-82
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References listed on IDEAS
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  1. Fishburn, Peter C, 1977. "Mean-Risk Analysis with Risk Associated with Below-Target Returns," American Economic Review, American Economic Association, vol. 67(2), pages 116-26, March.
  2. Acerbi, Carlo, 2002. "Spectral measures of risk: A coherent representation of subjective risk aversion," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1505-1518, July.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Cotter, John, 2004. "Varying the VaR for Unconditional and Conditional Environments," MPRA Paper 3483, University Library of Munich, Germany.
  8. 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.
  9. 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.
  10. Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228.
  11. Odening, M. & Mußhoff, O., 2002. "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.
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