Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model
Year of publication: |
2014
|
---|---|
Authors: | Ritter, M. ; Mußhoff, O. ; Odening, M. |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 44.2014, 1, p. 67-86
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Risk management | Weather risk | Regional diversification | Portfolio weights |
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