Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Value‐at‐Risk Analysis: A Review and the Potential for Agricultural Applications

15 references·5 citing·32 second hop

FromToDepth

this work references cited by second hop

References

1992ARCH modeling in finance4,288 cited
1997An Overview of Value at Risk1,320 cited
1996Value at risk: the new benchmark for controlling market risk1,018 cited
1995VAR: Seductive but Dangerous362 cited
1996Risk 2 : Measuring the Risk in Value at Risk349 cited
1996Risk measurement: an introduction to value at risk166 cited
1996On the Use and Misuse of Downside Risk137 cited
1995Forecasting volatility in commodity markets126 cited
1997Bank Capital and Value at Risk124 cited
1997Value at Risk103 cited
1992Nonlinear Dynamics of Daily Cash Prices93 cited
1997Investigation of a Class of Volatility Estimators80 cited
1997Quantitative Disclosures of Market Risk in the SEC Release.77 cited
1993Multiproduct Hedging: Theory, Estimation, and an Application56 cited
1987A portfolio approach to optimal hedging for a commercial cattle feedlot48 cited

Cited by

2001Market risk and the cattle feeding margin: An application of Value‐at‐Risk41 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2002The Role of Value‐at‐Risk in Purchasing: An Application to the Foodservice Industry36 cited

2021Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints34 cited

2002Using extreme value theory to estimate value‐at‐risk31 cited

2007Value-at-Risk in Bakery Procurement20 cited