Spatially-Aggregated Temperature Derivatives: Agricultural Risk Management in China
نویسندگان
چکیده
منابع مشابه
Spatially-Aggregated Temperature Derivatives: Agricultural Risk Management in China
In this paper, a new form of weather derivative contract, namely the climatic zone-based growth degree-day (GDD) contract, is introduced. The objective is to increase the risk management efficiency in the agricultural sector of China and to reduce the model dimension of multi-regional temperature-based weather derivatives pricing. Since the proposed contract serves as a risk management tool for...
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ژورنال
عنوان ژورنال: International Journal of Financial Studies
سال: 2016
ISSN: 2227-7072
DOI: 10.3390/ijfs4030017