ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY



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

All rights reserved. Readers may make verbatim copies of this document for non-commercial purposes by any
means, provided that this copyright notice appears on all such copies.



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