Nothing Special   »   [go: up one dir, main page]
create a website
Risk valuation of quanto derivatives on temperature and electricity. (2023). Vadillo, Nerea ; Alfonsi, Aur'Elien.
In: Papers.
RePEc:arx:papers:2310.07692.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 49

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. [1] Peter Alaton, Boualem Djehiche, and David Stillberger. On modelling and pricing weather derivatives. Applied mathematical finance, 9(1):1–20, 2002.

  2. [13] Fred Espen Benth, Nina Lange, and Tor Age Myklebust. Pricing and hedging quanto options in energy markets. Journal of Energy Markets, 8(1), 2015.
    Paper not yet in RePEc: Add citation now
  3. [14] Fred Espen Benth and Thilo Meyer-Brandis. The information premium for non-storable commodities. Journal of Energy Markets, 2(3):111–140, 2009.
    Paper not yet in RePEc: Add citation now
  4. [15] Fred Espen Benth and Jūratė Šaltytė-Benth. The normal inverse Gaussian distribution and spot price modelling in energy markets. International journal of theoretical and applied finance, 7(02):177–192, 2004.
    Paper not yet in RePEc: Add citation now

  5. [16] Fred Espen Benth and Jūratė Šaltytė-Benth. Modeling and pricing in financial markets for weather derivatives, volume 17. World Scientific, 2012. [17] Tomas Björk and Camilla Landén. On the term structure of futures and forward prices.

  6. [18] Bruno Paolo Bosco, Lucia P Parisio, and Matteo M Pelagatti. Deregulated wholesale electricity prices in Italy: an empirical analysis. International Advances in Economic Research, 13(4):415–432, 2007.

  7. [19] Patrick L Brockett, Mulong Wang, and Chuanhou Yang. Weather derivatives and weather risk management. Risk Management and Insurance Review, 8(1):127–140, 2005. [20] Dorje C Brody, Joanna Syroka, and Mihail Zervos. Dynamical pricing of weather derivatives.

  8. [2] Aurélien Alfonsi and Nerea Vadillo. A stochastic volatility model for the valuation of temperature derivatives. arXiv preprint arXiv:2209.05918, 2022.
    Paper not yet in RePEc: Add citation now

  9. [21] Sean D Campbell and Francis X Diebold. Weather forecasting for weather derivatives. Journal of the American Statistical Association, 100(469):6–16, 2005.

  10. [22] Melanie Cao and Jason Wei. Pricing weather derivative: an equilibrium approach. Technical report, Rotman School of Management, University of Toronto, 1999.

  11. [23] Massimiliano Caporin, Juliusz Preś, and Hipolit Torro. Model based Monte Carlo pricing of energy and temperature quanto options. Energy Economics, 34(5):1700–1712, 2012.

  12. [24] Peter Carr and Dilip Madan. Option valuation using the fast Fourier transform. Journal of computational finance, 2(4):61–73, 1999.
    Paper not yet in RePEc: Add citation now

  13. [25] Alvaro Cartea and Marcelo G Figueroa. Pricing in electricity markets: a mean reverting jump diffusion model with seasonality. Applied Mathematical Finance, 12(4):313–335, 2005.

  14. [26] Laura Cucu, Rainer Döttling, Pascal Heider, and Samuel Maina. Managing temperaturedriven volume risks. Journal of Energy Markets, 9(2), 2016.
    Paper not yet in RePEc: Add citation now
  15. [27] Shijie Deng. Stochastic models of energy commodity prices and their applications: Meanreversion with jumps and spikes. University of California Energy Institute Berkeley, 2000.
    Paper not yet in RePEc: Add citation now

  16. [28] Thomas Deschatre, Olivier Féron, and Pierre Gruet. A survey of electricity spot and futures price models for risk management applications. Energy Economics, 102:105504, 2021.

  17. [29] Alvaro Escribano, J Ignacio Peña, and Pablo Villaplana. Modelling electricity prices: International evidence. Oxford bulletin of economics and statistics, 73(5):622–650, 2011. [30] Hélyette Geman and Andrea Roncoroni. Understanding the fine structure of electricity prices.
    Paper not yet in RePEc: Add citation now
  18. [3] Weather Risk Management Association. Survey results. In Weather Risk Management Association, Washigton, DC, 2006.
    Paper not yet in RePEc: Add citation now

  19. [31] Rajna Gibson and Eduardo S Schwartz. Stochastic convenience yield and the pricing of oil contingent claims. The Journal of Finance, 45(3):959–976, 1990.

  20. [32] J Gil-Pelaez. Note on the inversion theorem. Biometrika, 38(3-4):481–482, 1951.
    Paper not yet in RePEc: Add citation now
  21. [33] John C Hull. Options futures and other derivatives. Pearson Education India, 2003.
    Paper not yet in RePEc: Add citation now
  22. [34] Stephen Jewson and Anders Brix. Weather derivative valuation: the meteorological, statistical, financial and mathematical foundations. Cambridge University Press, 2005.
    Paper not yet in RePEc: Add citation now
  23. [35] Dimitris Karlis. An em type algorithm for maximum likelihood estimation of the normal inverse Gaussian distribution. Statistics & probability letters, 57(1):43–52, 2002.
    Paper not yet in RePEc: Add citation now
  24. [36] Lawrence A Klimko and Paul I Nelson. On conditional least squares estimation for stochastic processes. The Annals of statistics, pages 629–642, 1978.
    Paper not yet in RePEc: Add citation now

  25. [37] Christopher R Knittel and Michael R Roberts. An empirical examination of restructured electricity prices. Energy Economics, 27(5):791–817, 2005.

  26. [38] Rodwell Kufakunesu, Farai Julius Mhlanga, and Calisto Guambe. On the sensitivity analysis of energy quanto options. Stochastic Analysis and Applications, 40(6):1104–1125, 2022.
    Paper not yet in RePEc: Add citation now
  27. [39] All Lari-Lavassani, A Sadeghi, and Antony Ware. Mean reverting models for energy option pricing. Electronic Publications of the International Energy Credit Association, 2001.
    Paper not yet in RePEc: Add citation now
  28. [4] Weather Risk Management Association. Weather risk derivative survey. In Weather Risk Management Association, Washigton, DC, 2006.
    Paper not yet in RePEc: Add citation now

  29. [40] Karl Larsson. Parametric heat wave insurance. Journal of Commodity Markets, page 100345, 2023.

  30. [41] Julio J Lucia and Eduardo S Schwartz. Electricity prices and power derivatives: Evidence from the Nordic Power Exchange. Review of derivatives research, 5(1):5–50, 2002.
    Paper not yet in RePEc: Add citation now
  31. [42] Thilo Meyer-Brandis and Peter Tankov. Multi-factor jump-diffusion models of electricity prices. International Journal of Theoretical and Applied Finance, 11(05):503–528, 2008.
    Paper not yet in RePEc: Add citation now
  32. [43] Andreas Müller and Marcel Grandi. Weather derivatives: a risk management tool for weather-sensitive industries. The Geneva Papers on Risk and Insurance. Issues and Practice, 25(2):273–287, 2000.
    Paper not yet in RePEc: Add citation now
  33. [44] John A Nelder and Roger Mead. A simplex method for function minimization. The computer journal, 7(4):308–313, 1965.
    Paper not yet in RePEc: Add citation now
  34. [45] Michal Pawlowski and Piotr Nowak. Modelling spot prices on the Polish energy market. In Intelligent Systems’ 2014, pages 781–792. Springer, 2015.
    Paper not yet in RePEc: Add citation now

  35. [46] Francisco Pérez-González and Hayong Yun. Risk management and firm value: Evidence from weather derivatives. The Journal of Finance, 68(5):2143–2176, 2013.

  36. [47] Piergiacomo Sabino and Nicola Cufaro Petroni. Fast simulation of tempered stable OrnsteinUhlenbeck processes. Computational Statistics, 37(5):2517–2551, 2022.
    Paper not yet in RePEc: Add citation now

  37. [48] Eduardo Schwartz and James E Smith. Short-term variations and long-term dynamics in commodity prices. Management Science, 46(7):893–911, 2000.

  38. [49] Eduardo S Schwartz. The stochastic behavior of commodity prices: Implications for valuation and hedging. The Journal of finance, 52(3):923–973, 1997.

  39. [5] Ole E Barndorff-Nielsen. Normal Inverse Gaussian distributions and stochastic volatility modelling. Scandinavian Journal of statistics, 24(1):1–13, 1997. [6] Martin Baxter and Andrew Rennie. Financial calculus: an introduction to derivative pricing.
    Paper not yet in RePEc: Add citation now

  40. [50] Anders B Trolle and Eduardo S Schwartz. Unspanned stochastic volatility and the pricing of commodity derivatives. The Review of Financial Studies, 22(11):4423–4461, 2009.

  41. [51] Oldrich Vasicek. An equilibrium characterization of the term structure. Journal of financial economics, 5(2):177–188, 1977.
    Paper not yet in RePEc: Add citation now

  42. [52] Daniel Weagley. Financial sector stress and risk sharing: evidence from the weather derivatives market. The Review of Financial Studies, 32(6):2456–2497, 2019.

  43. [53] Rafal Weron. Electricity price forecasting: A review of the state-of-the-art with a look into the future. International journal of forecasting, 30(4):1030–1081, 2014.
    Paper not yet in RePEc: Add citation now

  44. [54] Rafal Weron and Adam Misiorek. Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. International journal of forecasting, 24(4):744– 763, 2008.

  45. [55] Yuji Yamada and Takuji Matsumoto. Construction of mixed derivatives strategy for wind power producers. Energies, 16(9):3809, 2023.

  46. [7] Fred E Benth, Griselda Deelstra, and And Sinem Kozpınar. Pricing energy quanto options in the framework of Markov-modulated additive processes. IMA Journal of Management Mathematics, 34(1):187–220, 2023.
    Paper not yet in RePEc: Add citation now
  47. [8] Fred Espen Benth. The stochastic volatility model of Barndorff-Nielsen and Shephard in commodity markets. Mathematical Finance: An International Journal of Mathematics, Statistics and Financial Economics, 21(4):595–625, 2011.
    Paper not yet in RePEc: Add citation now
  48. [9] Fred Espen Benth and Noor Ibrahim. Stochastic modeling of photovoltaic power generation and electricity prices. Journal of Energy Markets, Forthcoming, 2017. [10] Fred Espen Benth, Šaltytė-Benth Jūratė, and Steen Koekebakker. Putting a price on temperature.
    Paper not yet in RePEc: Add citation now
  49. In Mathematical Finance—Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29–July 1, 2000, pages 111–149.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. A temperature stochastic model for option pricing and its impacts on the electricity market. (2020). Mora, José ; Prabakaran, Sellamuthu ; Garcia, Isabel C.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:58-77.

    Full description at Econpapers || Download paper

  2. Financial weather derivatives for corn production in Northern China: A comparison of pricing methods. (2015). van Kooten, Gerrit ; Sun, Baojing.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:201-209.

    Full description at Econpapers || Download paper

  3. Financial Weather Options for Crop Production. (2014). van Kooten, Gerrit ; Sun, Baojing.
    In: Working Papers.
    RePEc:rep:wpaper:2014-03.

    Full description at Econpapers || Download paper

  4. Riesgo Agropecuario: Incidencia Económica e Innovaciones para su mitigación. El caso de Argentina.. (2014). Thomasz, Esteban ; Dario, Bacchini ; Otto, Thomasz Esteban ; Miguel, Fusco .
    In: MPRA Paper.
    RePEc:pra:mprapa:56408.

    Full description at Econpapers || Download paper

  5. A consistent two-factor model for pricing temperature derivatives. (2014). López Cabrera, Brenda ; Groll, Andreas ; Meyer-Brandis, Thilo ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-006.

    Full description at Econpapers || Download paper

  6. Principal Component Analysis in an Asymmetric Norm. (2014). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Tran, Ngoc Mai .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-001.

    Full description at Econpapers || Download paper

  7. A comparison of regime-switching temperature modeling approaches for applications in weather derivatives. (2014). FANG, L. ; Wahab, M. I. M., ; Elias, R. S..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:232:y:2014:i:3:p:549-560.

    Full description at Econpapers || Download paper

  8. Weather Derivatives and Crop Insurance in China. (2013). van Kooten, Gerrit ; Sun, Baojing ; Guo, Changhao .
    In: Working Papers.
    RePEc:rep:wpaper:2013-02.

    Full description at Econpapers || Download paper

  9. Wind Derivatives: Modeling and Pricing. (2013). Zapranis, A. ; Alexandridis, A..
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:3:p:299-326.

    Full description at Econpapers || Download paper

  10. Impact of Climate Change on HeatWave Risk. (2013). Loisel, Stéphane ; Eyraud-Loisel, Anne ; Biard, Romain ; Blanchet-Scalliet, Christophette.
    In: Post-Print.
    RePEc:hal:journl:hal-00937071.

    Full description at Econpapers || Download paper

  11. Impact of Climate Change on Heat Wave Risk. (2013). Loisel, Stéphane ; Biard, Romain ; Blanchet-Scalliet, Christophette ; Eyraud-Loisel, Anne.
    In: Risks.
    RePEc:gam:jrisks:v:1:y:2013:i:3:p:176-191:d:31293.

    Full description at Econpapers || Download paper

  12. Comparison of temperature models using heating and cooling degree days futures. (2013). Goncu, Ahmet.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:14:y:2013:i:2:p:159-178.

    Full description at Econpapers || Download paper

  13. On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets. (2013). Benth, Fred Espen ; Taib, Che Mohd Imran Che, .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:259-268.

    Full description at Econpapers || Download paper

  14. Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach. (2013). Kuzubas, Tolga ; Karahan, Mehmet ; Goncu, Ahmet.
    In: Working Papers.
    RePEc:bou:wpaper:2013/11.

    Full description at Econpapers || Download paper

  15. Forecast based Pricing of Weather Derivatives. (2012). Ritter, Matthias ; López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2012-027.

    Full description at Econpapers || Download paper

  16. Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives. (2012). Ahan, Ale .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:1:p:131-138.

    Full description at Econpapers || Download paper

  17. Pricing emission permits in the absence of abatement. (2012). Hintermann, Beat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1329-1340.

    Full description at Econpapers || Download paper

  18. A critical view on temperature modelling for application in weather derivatives markets. (2012). Benth, Fred Espen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:592-602.

    Full description at Econpapers || Download paper

  19. Hedging of Spatial Temperature Risk with Market-Traded Futures. (2011). Barth, Andrea ; Potthoff, Jurgen ; Benth, Fred Espen.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:18:y:2011:i:2:p:93-117.

    Full description at Econpapers || Download paper

  20. Variance reduction methods at the pricing of weather options. (2011). Raimova, Gulnora.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0056.

    Full description at Econpapers || Download paper

  21. Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2011-055.

    Full description at Econpapers || Download paper

  22. On the relationship between weather and stock market returns. (2011). Floros, Christos.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:28:y:2011:i:1:p:5-13.

    Full description at Econpapers || Download paper

  23. Modelling rain risk: a multi-order Markov chain model approach. (2011). Stowasser, Markus .
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:13:y:2011:i:1:p:45-60.

    Full description at Econpapers || Download paper

  24. Pricing temperature-based weather derivatives in China. (2011). Goncu, Ahmet.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:13:y:2011:i:1:p:32-44.

    Full description at Econpapers || Download paper

  25. Forecasting temperature to price CME temperature derivatives. (2011). Dupuis, Debbie J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:602-618.

    Full description at Econpapers || Download paper

  26. Modeling Temperature Dynamics for Aquaculture Index Insurance In Taiwan: A Nonlinear Quantile Approach. (2011). Chen, Shu-Ling.
    In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
    RePEc:ags:aaea11:104229.

    Full description at Econpapers || Download paper

  27. The pricing of temperature futures at the Chicago Mercantile Exchange. (2010). Dorfleitner, Gregor ; Wimmer, Maximilian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1360-1370.

    Full description at Econpapers || Download paper

  28. Pricing of Asian temperature risk. (2009). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Benth, Fred .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2009-046.

    Full description at Econpapers || Download paper

  29. Implied Market Price of Weather Risk. (2009). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2009-001.

    Full description at Econpapers || Download paper

  30. An Options Pricing Approach for CO2 Allowances in the EU ETS. (2009). Hintermann, Beat.
    In: CEPE Working paper series.
    RePEc:cee:wpcepe:09-64.

    Full description at Econpapers || Download paper

  31. Pricing Financial Derivatives on Weather Sensitive Assets. (2008). Kang, Boda ; Filar, Jerzy ; Korolkiewicz, Malgorzata.
    In: Research Paper Series.
    RePEc:uts:rpaper:223.

    Full description at Econpapers || Download paper

  32. Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives. (2008). Hurn, Stan ; Clements, Adam ; Lindsay, K A.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2008-23.

    Full description at Econpapers || Download paper

  33. Estimating the Payoffs of Temperature-based Weather Derivatives. (2008). Hurn, Stan ; Clements, Adam ; Lindsay, K A.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2008-22.

    Full description at Econpapers || Download paper

  34. Hedging von Mengenrisiken in der Landwirtschaft – Wie teuer dürfen „ineffektive“ Wetterderivate sein?. (2008). Musshoff, Oliver ; Hirschauer, Norbert ; Muhoff, Oliver .
    In: German Journal of Agricultural Economics.
    RePEc:ags:gjagec:97605.

    Full description at Econpapers || Download paper

  35. An Internet-Based Tool for Weather Risk Management. (2008). Turvey, Calum ; Norton, Michael .
    In: Agricultural and Resource Economics Review.
    RePEc:ags:arerjl:44739.

    Full description at Econpapers || Download paper

  36. Modelling and forecasting temperature based weather derivatives. (2007). Svec, J. ; Stevenson, M..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2007:i:2:p:185-204.

    Full description at Econpapers || Download paper

  37. Putting a Price on Temperature. (2007). Koekebakker, Steen ; Benth, Fred Espen ; JŪRATĖ SALTYTĖ BENTH, .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:34:y:2007:i:4:p:746-767.

    Full description at Econpapers || Download paper

  38. Indifference Pricing of Weather Insurance. (2007). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
    In: 101st Seminar, July 5-6, 2007, Berlin Germany.
    RePEc:ags:eaa101:9267.

    Full description at Econpapers || Download paper

  39. Willingness to Pay for Weather Derivatives by Australian Wheat Farmers. (2007). Simmons, Phillip ; Byrnes, Joel ; Edwards, Miriam.
    In: 101st Seminar, July 5-6, 2007, Berlin Germany.
    RePEc:ags:eaa101:9262.

    Full description at Econpapers || Download paper

  40. Density forecasting for weather derivative pricing. (2006). Taylor, James W. ; Buizza, Roberto.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:1:p:29-42.

    Full description at Econpapers || Download paper

  41. Weather Derivatives as an Instrument to Hedge Against the Risk of High Energy Cost in Greenhouse Production. (2006). Schmitz, Bernhard ; Starp, Michael ; Berg, Ernst.
    In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
    RePEc:ags:iaae06:25629.

    Full description at Econpapers || Download paper

  42. Modeling and Pricing Rain Risk. (2006). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
    In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
    RePEc:ags:iaae06:25386.

    Full description at Econpapers || Download paper

  43. Weather derivatives as an instrument to hedge against the risk of high energy cost in greenhouse production. (2006). Starp, Michael ; Berg, Ernst ; Schmitz, Bernhard .
    In: 2006 Annual meeting, July 23-26, Long Beach, CA.
    RePEc:ags:aaea06:21378.

    Full description at Econpapers || Download paper

  44. Modeling and Hedging Rain Risk. (2006). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
    In: 2006 Annual meeting, July 23-26, Long Beach, CA.
    RePEc:ags:aaea06:21050.

    Full description at Econpapers || Download paper

  45. Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives. (2005). Benth, Fred Espen ; Jūratė Šaltytė-Benth, .
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:12:y:2005:i:1:p:53-85.

    Full description at Econpapers || Download paper

  46. Zur Reduzierung niederschlagsbedingter Produktionsrisiken mit Wetterderivaten. (2005). Odening, Martin ; Musshoff, Oliver.
    In: Working Paper Series.
    RePEc:ags:huiawp:18822.

    Full description at Econpapers || Download paper

  47. Zur Bewertung von Wetterderivaten als innovative Risikomanagementinstrumente in der Landwirtschaft. (2005). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
    In: German Journal of Agricultural Economics.
    RePEc:ags:gjagec:97216.

    Full description at Econpapers || Download paper

  48. ISSUES OF GEOGRAPHICAL BASIS RISK IN WEATHER DERIVATIVES FOR AUSTRALIAN WHEAT FARMERS. (2005). East, Miriam .
    In: 2005 Conference (49th), February 9-11, 2005, Coff's Harbour, Australia.
    RePEc:ags:aare05:137861.

    Full description at Econpapers || Download paper

  49. Managing Economic Risk from Invasive Species: Bug Options. (2005). Richards, Timothy ; Manfredo, Mark ; Fournier, Valerie ; Eaves, James .
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19553.

    Full description at Econpapers || Download paper

  50. Pricing Weather Insurance with a Random Strike Price: An Application to the Ontario Ice Wine Harvest. (2005). Weersink, Alfons ; Turvey, Calum.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19255.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-13 08:07:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.