Abstract:Much of the soybean produced in Brazil is exported and, consequently, the domestic soybean price (R$) is greatly influenced by the price traded at the Chicago Mercantile Exchange Group (CME Group) (US$). Therefore, to model the dependency structure between soybean yield and price, the exchange rate must be incorporated into the modeling. This study aims to model the dependency structure between these three variables using the Copula methodology, calculate the crop revenue insurance rates, and compare with the … Show more
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