Measuring Market Risk Of The Cattle Feeding Margin: An Application Of Value-At-Risk Analysis
Download full text from publisher
References listed on IDEAS
- Darryll Hendricks, 1996. "Evaluation of value-at-risk models using historical data," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 39-69.
- Ted C. Schroeder & Marvin L. Hayenga, 1988.
"Comparison of selective hedging and options strategies in cattle feedlot risk management,"
Journal of Futures Markets,
John Wiley & Sons, Ltd., vol. 8(2), pages 141-156, April.
- Hayenga, Marvin L. & Schroeder, Ted C., 1988. "Comparison of Selective Hedging and Option Strategies in Cattle Feed Lot Risk Management," Staff General Research Papers Archive 11313, Iowa State University, Department of Economics.
- Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
- Jose A. Lopez, 1996. "Regulatory Evaluation of Value-at-Risk Models," Center for Financial Institutions Working Papers 96-51, Wharton School Center for Financial Institutions, University of Pennsylvania.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
KeywordsValue-at-Risk; Cattle Feeding; Volatility; Livestock Production/Industries; Risk and Uncertainty;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:aaea99:21628. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search). General contact details of provider: http://edirc.repec.org/data/aaeaaea.html .