Agricultural commodities : risk management for exporting countries
We consider three aspects of agricultural risk management: volatility modelling of commodity returns for several agricultural commodities, convenience yield modelling for various commodities and weather risk in Thailand, a supplier of rubber, sugar and rice. To model the volatility of commodity retu...
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Imperial College London
2012
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.566384 |