Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Year of publication: |
2011
|
---|---|
Authors: | Tonsor, Glynn T. ; Schroeder, Ted C. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 10/12, p. 1329-1339
|
Subject: | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Rinderhaltung | Cattle farming | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Risiko | Risk |
-
Numerical comparison of multivariate models to forecasting risk measures
Müller, Fernanda Maria, (2018)
-
Marginals versus copulas : Which account for more model risk in multivariate risk forecasting?
Fritzsch, Simon, (2024)
-
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio, (2015)
- More ...
-
Market impacts of E. Coli vaccination in U.S. Feedlot cattle
Tonsor, Glynn T., (2015)
-
Impacts of Retail and Export Demand on United States Cattle Producers
McKendree, Melissa G. S., (2019)
-
Consumer Food Safety Risk Perceptions and Attitudes: Impacts on Beef Consumption across Countries
Schroeder, Ted C., (2007)
- More ...