Add to ORKGThis paper is from the Centre for Financial Markets (CFM) Working Paper series at University College Dublin.Agricultural financial risk, Spectral risk measures, Expected Shortfall, Value at Risk, Extreme Value Theory., Agricultural Finance, Risk and Uncertainty, E17, G19, N52,
Purpose – The purpose of this paper is to discuss two important extensions to the well-known value-a...
AbstractUncertainty and risk are quintessential features in agriculture. After an overview of the ma...
Value-at-risk (VaR) is increasingly being applied to problems in agriculture, especially valuation o...
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it...
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it ...
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it ...
Purpose – While the extant literature is replete with theoretical and empirical studies of value at ...
Value-at-Risk (VaR) determines the probability of a portfolio of assets losing a certain amount in ...
Modern methods of quantitative risk analysis, specifically value-at-risk and expected shortfall appr...
To the best of our knowledge, there are only a few papers on the area of quantitative risk managemen...
Uncertainty and risk are quintessential features of agricultural production. After a brief overview ...
This paper applies the Extreme-Value (EV) Generalised Pareto distribution to the extreme tails of th...
Since the abolition of government support policies for both agricultural and financial industries du...
Vertical farming (VF) is a method of indoor agricultural production, involving stacked layers of cro...
Agricultural producers face many sources of variability which can affect the cash flow, net returns,...
Purpose – The purpose of this paper is to discuss two important extensions to the well-known value-a...
AbstractUncertainty and risk are quintessential features in agriculture. After an overview of the ma...
Value-at-risk (VaR) is increasingly being applied to problems in agriculture, especially valuation o...
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it...
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it ...
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it ...
Purpose – While the extant literature is replete with theoretical and empirical studies of value at ...
Value-at-Risk (VaR) determines the probability of a portfolio of assets losing a certain amount in ...
Modern methods of quantitative risk analysis, specifically value-at-risk and expected shortfall appr...
To the best of our knowledge, there are only a few papers on the area of quantitative risk managemen...
Uncertainty and risk are quintessential features of agricultural production. After a brief overview ...
This paper applies the Extreme-Value (EV) Generalised Pareto distribution to the extreme tails of th...
Since the abolition of government support policies for both agricultural and financial industries du...
Vertical farming (VF) is a method of indoor agricultural production, involving stacked layers of cro...
Agricultural producers face many sources of variability which can affect the cash flow, net returns,...
Purpose – The purpose of this paper is to discuss two important extensions to the well-known value-a...
AbstractUncertainty and risk are quintessential features in agriculture. After an overview of the ma...
Value-at-risk (VaR) is increasingly being applied to problems in agriculture, especially valuation o...