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Riesgo Agropecuario: Incidencia Económica e Innovaciones para su mitigación. El caso de Argentina.. (2014). Thomasz, Esteban ; Dario, Bacchini ; Otto, Thomasz Esteban ; Miguel, Fusco .
In: MPRA Paper.
RePEc:pra:mprapa:56408.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. A temperature stochastic model for option pricing and its impacts on the electricity market. (2020). Mora, José ; Prabakaran, Sellamuthu ; Garcia, Isabel C.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:58-77.

    Full description at Econpapers || Download paper

  2. Financial weather derivatives for corn production in Northern China: A comparison of pricing methods. (2015). van Kooten, Gerrit ; Sun, Baojing.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:201-209.

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  3. Financial Weather Options for Crop Production. (2014). van Kooten, Gerrit ; Sun, Baojing.
    In: Working Papers.
    RePEc:rep:wpaper:2014-03.

    Full description at Econpapers || Download paper

  4. Riesgo Agropecuario: Incidencia Económica e Innovaciones para su mitigación. El caso de Argentina.. (2014). Thomasz, Esteban ; Dario, Bacchini ; Otto, Thomasz Esteban ; Miguel, Fusco .
    In: MPRA Paper.
    RePEc:pra:mprapa:56408.

    Full description at Econpapers || Download paper

  5. A consistent two-factor model for pricing temperature derivatives. (2014). López Cabrera, Brenda ; Groll, Andreas ; Meyer-Brandis, Thilo ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-006.

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  6. Principal Component Analysis in an Asymmetric Norm. (2014). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Tran, Ngoc Mai .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-001.

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  7. A comparison of regime-switching temperature modeling approaches for applications in weather derivatives. (2014). FANG, L. ; Wahab, M. I. M., ; Elias, R. S..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:232:y:2014:i:3:p:549-560.

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  8. Weather Derivatives and Crop Insurance in China. (2013). van Kooten, Gerrit ; Sun, Baojing ; Guo, Changhao .
    In: Working Papers.
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  9. Wind Derivatives: Modeling and Pricing. (2013). Zapranis, A. ; Alexandridis, A..
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:3:p:299-326.

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  10. Impact of Climate Change on HeatWave Risk. (2013). Loisel, Stéphane ; Eyraud-Loisel, Anne ; Biard, Romain ; Blanchet-Scalliet, Christophette.
    In: Post-Print.
    RePEc:hal:journl:hal-00937071.

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  11. Impact of Climate Change on Heat Wave Risk. (2013). Loisel, Stéphane ; Biard, Romain ; Blanchet-Scalliet, Christophette ; Eyraud-Loisel, Anne.
    In: Risks.
    RePEc:gam:jrisks:v:1:y:2013:i:3:p:176-191:d:31293.

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  12. Comparison of temperature models using heating and cooling degree days futures. (2013). Goncu, Ahmet.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:14:y:2013:i:2:p:159-178.

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  13. On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets. (2013). Benth, Fred Espen ; Taib, Che Mohd Imran Che, .
    In: Energy Economics.
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  14. Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach. (2013). Kuzubas, Tolga ; Karahan, Mehmet ; Goncu, Ahmet.
    In: Working Papers.
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  15. Forecast based Pricing of Weather Derivatives. (2012). Ritter, Matthias ; López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
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  16. Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives. (2012). Ahan, Ale .
    In: Insurance: Mathematics and Economics.
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  17. Pricing emission permits in the absence of abatement. (2012). Hintermann, Beat.
    In: Energy Economics.
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  18. A critical view on temperature modelling for application in weather derivatives markets. (2012). Benth, Fred Espen.
    In: Energy Economics.
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  19. Hedging of Spatial Temperature Risk with Market-Traded Futures. (2011). Barth, Andrea ; Potthoff, Jurgen ; Benth, Fred Espen.
    In: Applied Mathematical Finance.
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  20. Variance reduction methods at the pricing of weather options. (2011). Raimova, Gulnora.
    In: Applied Econometrics.
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  21. Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
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  22. On the relationship between weather and stock market returns. (2011). Floros, Christos.
    In: Studies in Economics and Finance.
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  23. Modelling rain risk: a multi-order Markov chain model approach. (2011). Stowasser, Markus .
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  24. Pricing temperature-based weather derivatives in China. (2011). Goncu, Ahmet.
    In: Journal of Risk Finance.
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  25. Forecasting temperature to price CME temperature derivatives. (2011). Dupuis, Debbie J..
    In: International Journal of Forecasting.
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  26. Modeling Temperature Dynamics for Aquaculture Index Insurance In Taiwan: A Nonlinear Quantile Approach. (2011). Chen, Shu-Ling.
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  27. The pricing of temperature futures at the Chicago Mercantile Exchange. (2010). Dorfleitner, Gregor ; Wimmer, Maximilian.
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  28. Pricing of Asian temperature risk. (2009). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Benth, Fred .
    In: SFB 649 Discussion Papers.
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  29. Implied Market Price of Weather Risk. (2009). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang.
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  30. An Options Pricing Approach for CO2 Allowances in the EU ETS. (2009). Hintermann, Beat.
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  31. Pricing Financial Derivatives on Weather Sensitive Assets. (2008). Kang, Boda ; Filar, Jerzy ; Korolkiewicz, Malgorzata.
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  32. Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives. (2008). Hurn, Stan ; Clements, Adam ; Lindsay, K A.
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  33. Estimating the Payoffs of Temperature-based Weather Derivatives. (2008). Hurn, Stan ; Clements, Adam ; Lindsay, K A.
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  34. Hedging von Mengenrisiken in der Landwirtschaft – Wie teuer dürfen „ineffektive“ Wetterderivate sein?. (2008). Musshoff, Oliver ; Hirschauer, Norbert ; Muhoff, Oliver .
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  36. Modelling and forecasting temperature based weather derivatives. (2007). Svec, J. ; Stevenson, M..
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  37. Putting a Price on Temperature. (2007). Koekebakker, Steen ; Benth, Fred Espen ; JŪRATĖ SALTYTĖ BENTH, .
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  38. Indifference Pricing of Weather Insurance. (2007). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
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  39. Willingness to Pay for Weather Derivatives by Australian Wheat Farmers. (2007). Simmons, Phillip ; Byrnes, Joel ; Edwards, Miriam.
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  40. Density forecasting for weather derivative pricing. (2006). Taylor, James W. ; Buizza, Roberto.
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  41. Weather Derivatives as an Instrument to Hedge Against the Risk of High Energy Cost in Greenhouse Production. (2006). Schmitz, Bernhard ; Starp, Michael ; Berg, Ernst.
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  42. Modeling and Pricing Rain Risk. (2006). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
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  43. Weather derivatives as an instrument to hedge against the risk of high energy cost in greenhouse production. (2006). Starp, Michael ; Berg, Ernst ; Schmitz, Bernhard .
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  44. Modeling and Hedging Rain Risk. (2006). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
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  45. Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives. (2005). Benth, Fred Espen ; Jūratė Šaltytė-Benth, .
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  46. Zur Reduzierung niederschlagsbedingter Produktionsrisiken mit Wetterderivaten. (2005). Odening, Martin ; Musshoff, Oliver.
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  47. Zur Bewertung von Wetterderivaten als innovative Risikomanagementinstrumente in der Landwirtschaft. (2005). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
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  48. ISSUES OF GEOGRAPHICAL BASIS RISK IN WEATHER DERIVATIVES FOR AUSTRALIAN WHEAT FARMERS. (2005). East, Miriam .
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  49. Managing Economic Risk from Invasive Species: Bug Options. (2005). Richards, Timothy ; Manfredo, Mark ; Fournier, Valerie ; Eaves, James .
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  50. Pricing Weather Insurance with a Random Strike Price: An Application to the Ontario Ice Wine Harvest. (2005). Weersink, Alfons ; Turvey, Calum.
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