Basis risk and hedging efficiency of weather derivatives
Year of publication: |
2009
|
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Authors: | Yang, Charles C. ; Brockett, Patrick L. ; Wen, Min Ming |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 10.2009, 5, p. 517-536
|
Subject: | Hedging | Derivat | Derivative | Wetter | Weather | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management |
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