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~institution:"Agricultural and Applied Economics Association - AAEA"
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Composite Hedges
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Agricultural and Applied Economics Association - AAEA
Department of Economics, Faculty of Economic and Management Sciences
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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2005 Annual meeting, July 24-27, Providence, RI
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Hedging Yield with Weather Derivatives: A Role for Options
Manfredo, Mark R.
;
Richards, Timothy J.
-
Agricultural and Applied Economics Association - AAEA
-
2005
risk because weather (temperature) and yield are nonlinearly related. Using the
forecast
encompassing
principle, this …
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