RISK ANALYSIS UNDER CORRELATED, NON-NORMAL PRICE AND YIELD PROBABILITY DISTRIBUTIONS

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dc.creatorRamirez, Octavio A.
dc.creatorSosa, Romeo
dc.date2017-04-01T13:52:17Z
dc.date.accessioned2026-07-09T03:37:26Z
dc.descriptionRecently developed techniques are combined for modeling mutually correlated crop yields and prices that exhibit heteroscedasticity and autocorrelation, respectively, and follow non-normal probability density functions (pdf's). The importance rigorously modeling these pdf's for financial risk analysis is illustrated through a case study of tropical agroforestry systems for coffee production.
dc.identifierdoi:10.22004/ag.econ.21888
dc.identifierhttps://ageconsearch.umn.edu/record/21888/files/sp00ra02.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/21888
dc.identifier.urihttp://hdl.handle.net/123456789/536767
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/21888
dc.titleRISK ANALYSIS UNDER CORRELATED, NON-NORMAL PRICE AND YIELD PROBABILITY DISTRIBUTIONS
dc.typeText

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