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Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk. (1999). Manfredo, Mark ; Leuthold, Raymond M..
In: Finance.
RePEc:wpa:wuwpfi:9908002.

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Cited: 4

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Cites: 34

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Cocites: 38

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Citations

Citations received by this document

  1. Die Quantifizierung von Marktrisiken in der Tierproduktion mittels Value-at-Risk und Extreme-Value-Theory. (2002). Odening, Martin ; Hinrichs, Jan.
    In: Working Paper Series.
    RePEc:ags:huiawp:18826.

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  2. ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY. (2002). Odening, Martin ; Hinrichs, Jan.
    In: 2002 Annual meeting, July 28-31, Long Beach, CA.
    RePEc:ags:aaea02:19907.

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  3. Value at Risk – ein nützliches Instrument des Risikomanagement in Agrarbetrieben?. (2001). Odening, Martin ; Musshoff, Oliver ; Muhoff, O.
    In: Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”.
    RePEc:ags:gewipr:208808.

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  4. TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH. (2000). Manfredo, Mark ; Garcia, Philip ; Leuthold, Raymond M..
    In: 2000 Conference, April 17-18 2000, Chicago, Illinois.
    RePEc:ags:ncrtci:18933.

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References

References cited by this document

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  33. Schroeder, T.C., and Hayenga, M.L. (1988): Comparison of Selective Hedging and Options Strategies in Cattle Feedlot Risk Management, The Journal of Futures Markets, 8: 141-156.

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  2. The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang.
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  5. Dynamic hedging performance and downside risk: Evidence from Nikkei index futures. (2018). Ubukata, Masato.
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  6. On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging. (2017). Hou, Yang ; Holmes, Mark.
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  12. Short Term Hedging Using Futures Contracts. (2012). PAUN, Ioana Diana ; DIMITRIU, Maria CARACOTA .
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  38. Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk. (1999). Manfredo, Mark ; Leuthold, Raymond M..
    In: Finance.
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    Full description at Econpapers || Download paper

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