Hedging crop yield with exchange-traded weather derivatives
Year of publication: |
2016
|
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Authors: | Zhou, Rui ; Li, Johnny Siu-Hang ; Pai, Jeffrey |
Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 76.2016, 1, p. 172-186
|
Subject: | Crop yield | Filtered historical simulation | Geographical basis risk | Hedging effectiveness | Spatial aggregation effect | Weather derivative | Hedging | Ernteertrag | Wetter | Weather | Derivat | Derivative | Agrarversicherung | Agricultural insurance | Theorie | Theory | Simulation | Risikomanagement | Risk management |
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