Hedging downside risk in agricultural commodities : a novel nonparametric Kernel method
Qi Jiang, Yawen Fan
| Year of publication: |
2024
|
|---|---|
| Authors: | Jiang, Qi ; Fan, Yawen |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 70.2024, Art.-No. 106340, p. 1-8
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| Subject: | Agricultural commodity | Downside risk | Nonparametric kernel method | Weighted conditional value-at-risk | Nichtparametrisches Verfahren | Nonparametric statistics | Hedging | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Agrarproduktion | Agricultural production | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106340 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015194473