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Milk and dairy products' price volatility : EU dairy cooperatives attitude towards volatility
Kloosterboer, Wim - In: Agricultural markets instability : revisiting the …, (pp. 143-150). 2016
Persistent link: https://www.econbiz.de/10011483613
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Income volatility on dairy farms in Ireland
Loughrey, Jason; O'Connor, Declan; Donnellan, Trevor; … - In: Journal of the Statistical and Social Inquiry Society … 50 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10013171207
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Price and volatility spillovers of the producer price of milk between some EU member states
Szenderák, János; Popp, József; Harangi-Rákos, Mónika - In: German journal of agricultural economics : GJAE 68 (2019) 2, pp. 61-76
Persistent link: https://www.econbiz.de/10012018725
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Volatility of Milk Prices and the Formation of the Surplus on the Self-Financing of Investments in Dairy Farms
Kołoszycz, Ewa - 2017
economic parameters of average dairy farms. In order to obtain the distribution of the expected value of the surplus on self …
Persistent link: https://www.econbiz.de/10012946683
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Volatility in Us Dairy Futures Market
Fan, Steve Z.; Jump, Jeff; Tse, Yiuman; Yu, Linda - 2022
US dairy futures markets of milk, butter, cheese, and dry whey exhibit unique volatility patterns under the Federal … Milk Marketing Order pricing scheme. We show dairy volatilities have a relatively low connectedness among themselves and a … commodity index. Dairy futures markets respond to government-released information. The trading activities increase when new …
Persistent link: https://www.econbiz.de/10013294683
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Volatility in US dairy futures markets
Fan, Zaifeng; Jump, Jeff; Tse, Yiuman; Yu, Linda - In: Journal of commodity markets 29 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014277028
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Weak approximation of G-expectations
Dolinsky, Yan; Nutz, Marcel; Soner, Halil Mete - 2011
We introduce a notion of volatility uncertainty in discrete time and define the corresponding analogue of Pengs G-expectation. In the continuous-time limit, the resulting sublinear expectation converges weakly to the G-expectation. This can be seen as a Donsker-type result for the G-Brownian...
Persistent link: https://www.econbiz.de/10009009518
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SV mixture : classification using EM algorithm
Hachicha, Ahmed; Hachicha, Fatma; Masmoudi, Afif - 2013
The present paper presents a theoretical extension of our earlier work entitled“A comparative study of two models SV with MCMC algorithm” cited, Rev Quant Finan Acc (2012) 38:479-493 DOI 10.1007/s11156-011-0236-1 where we propose initially a mixture stochastic volatility model providing a...
Persistent link: https://www.econbiz.de/10009755511
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B-spline techniques for volatility modeling
Corlay, Sulvain - In: The journal of computational finance 19 (2016) 3, pp. 97-135
Persistent link: https://www.econbiz.de/10011563492
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Portfolio optimization under partial information: stochastic volatility in a hidden Markov model
Sass, Jörn; Haussmann, Ulrich G. - In: Operations research proceedings 2003 : selected papers …, (pp. 387-394). 2004
Persistent link: https://www.econbiz.de/10002072557