Risk Management for Grain Processors and “Copulas”-Reference-Cited by-同舟云学术

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Risk Management for Grain Processors and “Copulas”

Published:2015-10-07 Issue:2 Volume:64 Page:365-382
ISSN:0008-3976
Container-title:Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie
language:en
Short-container-title:Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie

Author:

Chen Songjiao¹,Wilson William²,Larsen Ryan³,Dahl Bruce⁴

Affiliation:

1. Market Analyst, Cargill, Shanghai, Building # 25 Room 808 Jinrijiayuan; Binhe Road Gaoxin District; Suzhou Jiangsu Province China

2. Distinguished Professor, Department of Agribusiness & Applied Economics; North Dakota State University; Fargo ND 58108

3. Assistant Professor, Department of Agribusiness & Applied Economics; North Dakota State University; Fargo ND 58108

4. Research Scientist, Department of Agribusiness & Applied Economics; North Dakota State University; Fargo ND 58108

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science,Animal Science and Zoology,Ecology,Global and Planetary Change

Reference61 articles.

1. Economic implications of using a Mean-VaR model for portfolio selection: A comparison with mean-variance analysis;Alexander;Journal of Economic Dynamics and Control,2002

2. Mean-variance portfolio selection with ‘at-risk’ constraints and discrete distributions;Alexander;Journal of Banking & Finance,2007

3. Minimizing CVaR and VaR for a portfolio of derivatives;Alexander;Journal of Banking & Finance,2006

4. Cross hedging;Anderson;The Journal of Political Economy,1981

5. Coherent measures of risk;Artzner;Mathematical Finance,1999

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Managing risk in commodity processing using formula pricing contracts: An application to ethanol;Agribusiness;2024-04-11

2. A hybrid copula and life cycle analysis approach for evaluating violation risks of GHG emission targets in food production under urbanization;Journal of Cleaner Production;2018-07

3. Hedging downside risk of oil refineries: A vine copula approach;Energy Economics;2017-08

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