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



Figure 4:    Comparison of normal distribution, empirical distribution and extreme value distribution

a) farrow prices (1-week-differences, Euro/kg)

F(x)                                                                 F(x)                                                                  F(x)



b) hog prices (1-week-differences, Euro/kg)



c) hog finishing margin (1-week-differences, Euro/hog)



15




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