This dissertation comprises of three stand-alone research papers, all considering the use of high frequency financial data for financial market risk measurement. The first chapter considers the extraction of liquidity information from the intraday limit order book to enhance the daily market...

This dissertation contains three essays at the interface of agricultural and development economics. The motivation for this lies in the fact that various studies have shown the agricultural sector to be the main income source for the majority of the global poor and it will hence have to play a...