Modeling drought option contracts (Q1954356): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.5402/2012/251835 / rank | |||
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| Property / OpenAlex ID: W2047035198 / rank | |||
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| Property / cites work: On modelling and pricing weather derivatives / rank | |||
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| Property / cites work: Dynamical pricing of weather derivatives / rank | |||
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| Property / cites work: The volatility of temperature and pricing of weather derivatives / rank | |||
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Latest revision as of 11:45, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling drought option contracts |
scientific article |
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Modeling drought option contracts (English)
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11 June 2013
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Summary: We introduce a new financial weather derivative-a drought option contract-designed to protect agricultural producers from potential income loss due to agricultural drought. The contract is based on an index that reflects the severity of drought over a long period. By modeling temperature and precipitation, we price a hypothetical drought contract based on data from the Jinan climate station located in a dry region of China.
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