In agriculture, there is need for a deeper analysis of management of climate risks, because the farmers appear to have a paradoxical position: they perceived that they are strongly exposed to climate risks but, they do not want to pay for adapted tools, arguing that this is too expensive or complex. However, under risk, it is well-known that the decision-makers could be subject to paradox (Allais for example). Our assumption is that to know better the behaviours of farmers in general risky situations will help to understand their reluctance to use the weather market. We conducted a study over the wine growers in the Maine-et-Loire department. 60 wine growers have responded to the questionnaire about climate risk management, and 29 amongst them have completed the second questionnaire about risky behaviours. Results will be presented at the EAAE congress.