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

Table 6

GPD fitting parameters.

	Long position		Short position
	Soybean oil	0.5710	0.0528	0.2650	0.5560
Rapeseed oil	0.4980	0.3090	0.0386	0.7820
Palm oil	0.0232	0.8240	0.0269	0.5500