Tail Risk in the Chinese Vegetable Oil Market: Based on the EGAS-EVT Model

Table 1

Daily returns observations descriptive statistics.

Statistical characteristics	Soybean oil	Rapeseed oil	Palm oil
Sample size	2767	2728	2767
Minimum value	−0.06447	−0.10728	−0.07128
Maximum value	0.05254	0.094483	0.06311
Mean value	1.922e-005	7.0085e-005	9.4054e-006
Standard deviation	0.010503	0.010719	0.012617
Skewness	−0.17887	−0.21697	−0.20044
Super kurtosis	2.1892	15.5152	1.9282