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Journal Articles

Are agribusiness stocks an investor safe haven?

Agricultural Finance Review (2014) 74 (4): 522–538.

https://doi.org/10.1108/AFR-06-2013-0027

Published: 28 October 2014

... US stocks, and copula estimation, the paper quantifies the correlation in potential investment portfolios. The information obtained from the copula estimated dependence measures and Value at Risk (VaR) allows to examine the diversification benefits of holding agribusiness stocks in the portfolio...

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Journal Articles

The use of copulas in explaining crop yield dependence structures for use in geographic diversification

Ryan Larsen, James W. Mjelde, Danny Klinefelter, Jared Wolfley

Agricultural Finance Review (2013) 73 (3): 469–492.

https://doi.org/10.1108/AFR-02-2012-0005

Published: 04 November 2013

...Ryan Larsen; James W. Mjelde; Danny Klinefelter; Jared Wolfley Purpose – What copulas are, their estimation, and use is illustrated using a geographical diversification example. To accomplish this, dependencies between county-level yields are calculated for non-irrigated wheat, upland cotton...