Shoshi, Humayra; Hanson, Erik; Nganje, William; … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-17
In this paper, we propose a general mathematical model for analyzing yield data. The data analyzed in this paper come from a characteristic corn field in the upper midwestern United States. We derive expressions for statistical moments from the underlying stochastic model. Consequently, we...