Oktoviany, Prilly; Knobloch, Robert; Korn, Ralf - In: Decisions in Economics and Finance 44 (2021) 2, pp. 1063-1085
In recent times of noticeable climate change the consideration of external factors, such as weather and economic key figures, becomes even more crucial for a proper valuation of derivatives written on agricultural commodities. The occurrence of remarkable price changes as a result of severe...