Application of Weather Derivatives in Multi-Period Risk Management

This work is a first attempt to analyze the effect of weather derivative availability on the risk management strategies in a multi-period setting, when crop activities take place twice a year. Rice production in Ecuador is used as a case study. Numerical solutions show farmers improve their well-being by reducing their risk exposure.


Issue Date:
2011
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/103740
Total Pages:
18
JEL Codes:
Q13; Q14




 Record created 2017-04-01, last modified 2017-08-26

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