INSURING HEAT RELATED RISKS IN AGRICULTURE WITH DEGREE-DAY WEATHER DERIVATIVES

This paper presents a model and framework for pricing degree-day weather derivatives when the weather variable is a non-traded asset. The paper compares the options prices from the recommended model and compares it to a typical insurance-type model.


Issue Date:
2002
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/19896
Total Pages:
23
Series Statement:
Selected Paper




 Record created 2017-04-01, last modified 2017-08-24

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