irrigation, as well as the technical coefficients, production costs and sales revenue were based on the experiments and data …

framework usedwas GARCH(1,1) VaR models to predict conditional variance and measure risk for longand short positions. Forecasts … out of the sample of the type VaR were made for the risk of the market for one month ahead (a step forward). The estimated … if themarketing agent was in long or short position the risk measured was 3.22%. …

elaborated the cash flows andcalculated some financial indicators (under deterministic and risk conditions), as the netpresent … of risk. …

risk through investment in equipment or production of other crops on the property. …