Search Results - subject:"Weather Derivatives"

Risk management and private debt contracts : the role of weather derivatives

Do, Viet; Nguyen, Thu Ha; Vu, Tram - In: Journal of business finance & accounting : JBFA 51 (2024) 9/10, pp. 2848-2883

Persistent link: https://www.econbiz.de/10015130360

Moderators of pricing and willingness to pay for parametric weather risk mitigants in agriculture: An integrative review, conceptual framework, and research agenda

Gairola, Gaurav; Dey, Kushankur - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-23

insurance and weather derivatives, between the late 1990s and the early 2000s. However, the adoption of such products remains … (index) insurance and weather derivatives as a standalone product to enhance adoption. …

Persistent link: https://www.econbiz.de/10015074868

Moderators of pricing and willingness to pay for parametric weather risk mitigants in agriculture : an integrative review, conceptual framework, and research agenda

Gairola, Gaurav; Dey, Kushankur - In: Cogent economics & finance 11 (2023) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10014502820

Analytical view of pricing weather and freight derivatives : 1950-2020

Sekhar, G. V. Satya - In: Review of Pacific Basin financial markets and policies … 26 (2023) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014305115

Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation

Žmuk, Berislav; Kovač, Matej - In: Croatian review of economic, business and social … 6 (2020) 1, pp. 27-42

An accurate weather forecast is the basis for the valuation of weather derivatives, securities that partially …

Persistent link: https://www.econbiz.de/10012264990

Stochastic modeling of wind derivatives in energy markets

Benth, Fred Espen; Di Persio, Luca; Lavagnini, Silvia - In: Risks 6 (2018) 2, pp. 1-21

We model the logarithm of the spot price of electricity with a normal inverse Gaussian (NIG) process and the wind speed and wind power production with two Ornstein-Uhlenbeck processes. In order to reproduce the correlation between the spot price and the wind power production, namely between a...

Persistent link: https://www.econbiz.de/10011996614

Stochastic modeling of wind derivatives in energy markets

Benth, Fred Espen; Di Persio, Luca; Lavagnini, Silvia - In: Risks : open access journal 6 (2018) 2, pp. 1-21

We model the logarithm of the spot price of electricity with a normal inverse Gaussian (NIG) process and the wind speed and wind power production with two Ornstein–Uhlenbeck processes. In order to reproduce the correlation between the spot price and the wind power production, namely between a...

Persistent link: https://www.econbiz.de/10011867386

Effectiveness of weather derivatives as a risk management tool in food retail: The case of Croatia

Štulec, Ivana - In: International Journal of Financial Studies 5 (2017) 1, pp. 1-15

forces companies to strengthen their cost control. Recent literature proposes weather derivatives as flexible weather risk … mitigating tools. Only a handful of studies analysed the feasibility of weather derivatives in industries other than agriculture … derivatives as non-catastrophic weather risk management tools, empirically demonstrate the process of designing weather …

Persistent link: https://www.econbiz.de/10011709026

Effectiveness of weather derivatives as a risk management tool in food retail : the case of Croatia

Štulec, Ivana - In: International Journal of Financial Studies : open … 5 (2017) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011649309

Spatially-aggregated temperature derivatives: Agricultural risk management in China

Zong, Lu; Ender, Manuela - In: International Journal of Financial Studies 4 (2016) 3, pp. 1-17

reduce the model dimension of multi-regional temperature-based weather derivatives pricing. Since the proposed contract …

Persistent link: https://www.econbiz.de/10011709012