Modeling value at risk of agricultural crops using extreme value theory

• Main Authors: Xue Gong, Songsak Sriboonchitta, Sanzidur Rahman, Siwarat Kuson
• Format: Journal
• Published: 2018
• Subjects: Computer Science; Energy; Engineering; Environmental Science; Mathematics; Social Sciences
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84946013455&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/54425
• Institution: Chiang Mai University

© 2015 American Scientific Publishers. All rights reserved. Modeling extreme risk in returns accurately due to volatility in agricultural prices is of utmost importance for both the farmers and policy makers. In this study, we compare and contrast performances of four EVT based methods in modeling e...