RISK EVALUATION OF LIVESTOCK COMMODITIES – VALUE-AT-RISK APPROACH

RISK EVALUATION OF LIVESTOCK COMMODITIES – VALUE-AT-RISK APPROACH

This paper tries to assess the level of losses that investors in four livestock commodities might have. The analysis comprises live cattle, feeder cattle, lean hogs and milk class III, and for the risk calculation, we use parametric and historical VaR measures. Full sample is divided into pre-crisi...

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Bibliographic Details
Main Authors: Dejan Živkov, Nikola Jančev, Đorđe Alavuk, Dragana Bolesnikov
Format: Article
Language:English
Published: Naučno društvo agrarnih ekonomista Balkana, Beograd; Institut za ekonomiku poljoprivrede, Beograd i Akademija ekonomskih nauka, Bukurešt 2023-12-01
Series:Ekonomika Poljoprivrede (1979)
Subjects:
livestock commodities
parametric and historical Valueat-Risk
Online Access:https://ea.bg.ac.rs/index.php/EA/article/view/2239

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https://ea.bg.ac.rs/index.php/EA/article/view/2239

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