Similar Search Results

Weather derivatives risk measures for extreme events

Erhardt, Robert J.; Smith, Richard L. - In: North American actuarial journal 18 (2014) 3, pp. 379-393

Persistent link: https://www.econbiz.de/10011338995

The modeling of weather derivative portfolio risk

Jewson, Stephen - In: Advances in risk management, (pp. 156-169). 2007

Persistent link: https://www.econbiz.de/10003401599

Robust portfolio selection problem under temperature uncertainty

Gülpınar, Nalân; Çanakoḡlu, Ethem - In: European journal of operational research : EJOR 256 (2017) 2, pp. 500-523

Persistent link: https://www.econbiz.de/10011612035

Pricing portfolios of contracts on cumulative temperature with risk premium determination

Stojanovic, Srdjan; Göncü, Ahmet - In: Risk and decision analysis 5 (2014) 1, pp. 75-98

Persistent link: https://www.econbiz.de/10010492577

Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model

Ritter, Matthias; Mußhoff, Oliver; Odening, Martin - In: Computational economics 44 (2014) 1, pp. 67-86

Persistent link: https://www.econbiz.de/10010396231

Hedging von Mengenrisiken in der Landwirtschaft - wie teuer dürfen "ineffektive" Wetterderivate sein?

Mußhoff, Oliver; Hirschauer, Norbert - In: Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, … 57 (2008) 5, pp. 269-280

Persistent link: https://www.econbiz.de/10003721779

Rainfall Derivatives and Risk Management in the Wine Sector

Volpi, Jacopo - 2019

Since their first introduction in 1996, weather derivatives have been a topic of discussion. The ongoing climate change …

Persistent link: https://www.econbiz.de/10012893999

Hedging of a Portfolio of Rainfall Insurances using Rainfall Bonds and European Call Options (Bull Spread)

Shah, Anand - 2017

, especially in the developing countries like India could suffer losses due to weather related events such as drought, hurricanes … agri-households based on the weather outcome. But the pooled rainfall risk in a rainfall insurance portfolio is currently … rainfall risk than the rainfall bonds and the capital requirement for an effective hedging of the rainfall insurance portfolio …

Persistent link: https://www.econbiz.de/10012969306

Pricing temperature derivatives under weather forecasts

Hess, Markus - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-34

Persistent link: https://www.econbiz.de/10011903773

Designing catastrophic bonds for catastrophic risks in agriculture : macro hedging long and short rains in Kenya

Sun, Lin; Turvey, Calum Greig; Jarrow, Robert A. - In: Agricultural finance review 75 (2015) 1, pp. 47-62

Persistent link: https://www.econbiz.de/10011305770

1
2
3
4
5
6
7
8
9
10
Next
Last