Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Baojing Sun, G. Cornelis van Kooten (Department of Economics, University of Victoria, PO Box 1700, STN CSC, Victoria, BC V8W 2Y2, Canada)
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Sun, Baojing ; Van Kooten, Gerrit C. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 32.2015, p. 201-209
|
| Subject: | Agricultural finance | Stochastic processes | Pricing weather options | Growing degree days for corn production | Wetter | Weather | Derivat | Derivative | China | Optionspreistheorie | Option pricing theory | Maisanbau | Maize production | Mais | Maize | Stochastischer Prozess | Stochastic process | Maismarkt | Maize market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.03.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011556819