Measurement of the Fluctuation Risk of the China Fruit Market Price based on VaR

文献类型： 外文期刊

第一作者： Wang Chuan

作者： Wang Chuan;Zhao Junye;Huang Min;Wang Chuan;Zhao Junye;Huang Min

作者机构：

关键词： Fruit;Market Risk;Risk Measurement;VaR

期刊名称：INTERNATIONAL CONFERENCE ON AGRICULTURAL RISK AND FOOD SECURITY 2010

ISSN： 2210-7843

年卷期： 2010 年 1 卷

页码：

收录情况： SCI

摘要： The price fluctuation risk of agricultural products has become one of the main risks faced by agricultural producers. The objective of implementing market risk management is to measure and assess accurately the sizes and degrees of risk involving agricultural products. In this paper, measurement and analysis of fruit market price risk were conducted on fruit species such as Fuji apple, orange, banana, pear, grape, watermelon and strawberry, using the VaR method. Empirical results show that normal distribution is not the optimal distribution model that can be applied in assessing fruit market risk. This is because different fruits have different degrees of market risk (i.e., strawberries and watermelons are fruits with high risk levels; apples, bananas and pears have relatively low risk levels; and grapes and oranges have middle risk levels). According to the results, fruits that belong to the same market risk level have similar features. It is thus necessary to conduct fruit market risk management with risk monitoring by classifying different types of produce as a single unit. This ensures efficiency and accuracy and reduces substantially the cost of market risk management. (C) 2010 Published by Elsevier B.V.

分类号：

  • 相关文献

[1]Research on Fruit Market Price Risk Thresholds in China. Zhao, Junye,Zhang, Qiao,Zhao, Junye,Zhang, Qiao. 2014

[2]Genetic variation of wheat glutenin subunits between landraces and varieties and their contributions to wheat quality improvement in China. Li, Yulian,Huang, Chengyan,Sui, Xinxia,Fan, Qingqi,Li, Genying,Chu, Xiusheng.

[3]Expression of carotenogenic genes during the development and ripening of watermelon fruit. Kang, Baoshan,Zhao, Wen-en,Tian, Peng,Zhao, Wen-en,Hou, Yaobing.

[4]Evaluating Agricultural Catastrophic Risk: A New Approach. Xu, Lei,Zhang, Qiao. 2011

[5]Evaluating agricultural catastrophic risk. Xu, Lei,Zhang, Qiao,Xu, Lei,Zhang, Qiao,Zhang, Xi. 2011

[6]Catastrophic Risk Assessment of Crops Caused by Flood Based on Vulnerability-Using Northeast China as a Case. Zhao, Sijian,Zhang, Qiao. 2014

[7]Apple MdACS6 Regulates Ethylene Biosynthesis During Fruit Development Involving Ethylene-Responsive Factor. Li, Tong,Tan, Dongmei,Jiang, Zhongyu,Wei, Yun,Zhang, Lichao,Li, Xinyue,Yuan, Hui,Wang, Aide,Liu, Zhi.

[8]Fruit protected cultivation in China. Gao, H,Wang, S,Wang, J.

[9]Determining hydrogen cyanamide in fruit by derivatization with 6-aminoquinolyl-N-hydroxysuccinimidyl carbamate and HPLC with fluorescence detection. Cai, Xiao-Ming,Zhao, Hua,Wu, Min,Hu, Xiu-Qing,He, Hong-Mei,Zhang, Chang-Peng,Zhang, Chun-Rong,Li, Zhen,Cai, Xiao-Ming,Zhao, Hua,Wu, Min,Hu, Xiu-Qing,He, Hong-Mei,Zhang, Chang-Peng,Zhang, Chun-Rong,Li, Zhen,Cai, Xiao-Ming,Zhao, Hua,Wu, Min,Hu, Xiu-Qing,He, Hong-Mei,Zhang, Chang-Peng,Zhang, Chun-Rong,Li, Zhen.

[10]Rapid Analysis of Tetraconazole Residues in Fruits and Vegetables using Ethyl Acetate Extraction and Gas Chromatography-tandem Mass Spectrometry. Doug, Fengshou,Liu, Xingang,Li, Jing,Li, Yuanbo,Zheng, Yongquan,Shan, Weili.

[11]GC-MS Analysis of Volatile Components in Chinese Wild Strawberry (F. nilgerrensis Schlecht.). Zhao, M. Z.,Wang, J.,Wang, Z. W.,Qian, Y. M.,Wu, W. M..

[12]Evaluation of nine pesticide residues in three minor tropical fruits from southern China. Yang, Xinfeng,Luo, Jinhui,Li, Shuhuai,Liu, Chuanhua,Yang, Xinfeng,Luo, Jinhui,Li, Shuhuai,Liu, Chuanhua,Yang, Xinfeng,Luo, Jinhui,Li, Shuhuai,Liu, Chuanhua.

[13]Meta-analysis of food processing on pesticide residues in fruits. Liang, Y.,Liu, Y.,Liu, X. J.,Liang, Y.,Ding, Y.,Liu, X. J..

[14]Volatile Characterization of Major Apricot Cultivars of Southern Xinjiang Region of China. Feng, Jian-rong,Liu, Hai-nan,Liu, Xiao-fang,Lu, Xiao-yan,Xi, Wan-peng,Li, Wen-hui,Li, Wen-hui.

[15]Genotypic differences in pod wall and seed growth relate to invertase activities and assimilate transport pathways in asparagus bean. Liu, Yong-Hua,Li, Guo-Jing,Wu, Xiao-Hua,Wang, Bao-Gen,Xu, Pei,Hu, Ting-Ting,Lu, Zhong-Fu,Liu, Yong-Hua,Cao, Jia-Shu,Patrick, John W.,Ruan, Yong-Ling.

[16]Occurrence of patulin in various fruit products and dietary exposure assessment for consumers in China. Ji, Xiaofeng,Li, Rui,Yang, Hua,Qi, Peipei,Xiao, Yingping,Qian, Mingrong,Ji, Xiaofeng,Li, Rui,Yang, Hua,Qi, Peipei,Xiao, Yingping,Qian, Mingrong,Ji, Xiaofeng,Li, Rui,Yang, Hua,Qi, Peipei,Xiao, Yingping,Qian, Mingrong.

[17]Differentially expressed cDNAs at the early stage of banana ripening identified by suppression subtractive hybridization and cDNA microarray. Xu, Bi Yu,Su, Wei,Liu, Ju Hua,Wang, Jia Bao,Jin, Zhi Qiang.

[18]A Study on Anatomical Structure of Leaves and Fruits in Ziziphus jujuba 'Jingzao 39'. Pan, Q. H.,Zhang, Y. P.,Li, H. L..

[19]Effects of postharvest methyl jasmonate treatment on aromatic volatile biosynthesis by 'Nanguoli' fruit at different harvest maturity stages. Qin, G. H.,Wei, S. W.,Tao, S. T.,Zhang, H. P.,Huang, W. J.,Yao, G. F.,Zhang, S. L.,Qin, G. H.,Wei, S. W.,Sha, S. F..

[20]Simultaneous Determination of Plant Growth Regulators in Fruit by Ultra-performance Liquid Chromatography-Tandem Mass Spectrometry Coupled with Modified QuEChERS Procedure. Yan Zhen,Nie Ji-Yun,Cheng Yang,Li Zhi-Xia,Xu Guo-Feng,Li Hai-Fei. 2017

作者其他论文 更多>>

微信小程序