Presently the behavioral features of the organic producers could be concluded as the fact that they are quite confident of the prospects for organic agriculture, while heavily dependent on the guidance and support of the local governments; are in great demand for technological innovation, while...

The market for organic products in Urumqi is at the beginning of its development. The objective of this paper is to gain knowledge about consumers attitudes toward organic food in Urumqi which is the capital of Xinjiang Uygur Autonomous Region. The consumers attitudes were collected by means of...

We introduce the Realized Exponential GARCH model that can utilize multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, and is characterized by a flexible modeling of the dependence between...

Realized measures of volatility based on high frequency data contain valuable information about the unobserved conditional volatility. In this paper, we use the Realized GARCH model developed by Hansen, Huang and Shek (2012) to estimate and forecast price volatility for four agricultural...

We introduce the Realized Exponential GARCH model that can utilize multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, and is characterized by a flexible modeling of the dependence between...

We proposed a method to estimate extreme conditional quantiles by combining quantile GARCH model of Xiao and Koenker (2009) and extreme value theory (EVT) approach. We first estimate the latent volatility process using the information of intermediate quantiles. We then apply EVT to the tail...