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

Table 9

VaR_m estimation results.

		Long position VaRm	Short position VaRm
Soybean oil	95%	−1.631120	1.556638
	99%	−2.643761	2.501126
Rapeseed oil	95%	−1.386436	1.394525
	99%	−2.696885	2.759419
Palm oil	95%	−1.641851	1.580744
	99%	−2.667628	2.471242