Using Econometric Models to Manage the Price Risk of Cocoa Beans: A Case from India

Using Econometric Models to Manage the Price Risk of Cocoa Beans: A Case from India

This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is collected for the period starting from April 2009 to March 2020...

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Bibliographic Details
Main Authors: Kepulaje Abhaya Kumar, Cristi Spulbar, Prakash Pinto, Iqbal Thonse Hawaldar, Ramona Birau, Jyeshtaraja Joisa
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Risks
Subjects:
ARIMA models
VAR
price risk
risk management
volatility
financial market
Online Access:https://www.mdpi.com/2227-9091/10/6/115

Internet

https://www.mdpi.com/2227-9091/10/6/115

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