Provided by Research Papers in Economics
Assessment of Market Risk in Hog Production using
Value-at-Risk and Extreme Value Theory
Martin Odening and Jan Hinrichs
Paper prepared for the Annual Meeting of the American Agricultural Economics Association
2002 in Long Beach, CA
Department of Agricultural Economics
Humboldt University Berlin
Division of Farm Management
Luisenstrasse 56
D-10099 Berlin
phone: ++49-30-2093-6487
fax:++49-30-2093-6465
E-mail: [email protected]
Keywords: Value-at-Risk, Extreme-Value-Theory, Risk in Hog Production
May 2002
© 2002 by Martin Odening and Jan Hinrichs
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