Hedging crop yield with exchange-traded weather derivatives
Rui Zhou, Johnny Siu-Hang Li, Jeffrey Pai
| Year of publication: |
2016
|
|---|---|
| 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 | Derivat | Derivative | Ernteertrag | Wetter | Weather | Agrarversicherung | Agricultural insurance | Simulation | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/AFR-11-2015-0045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011696358