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A Primer on Weather Derivatives.

Authors :
Barrieu, Pauline
Scaillet, Olivier
Source :
Uncertainty & Environmental Decision Making; 2010, p155-175, 21p
Publication Year :
2010

Abstract

We give a short introduction to weather derivatives. We discuss what they are made for. We describe the markets on which they are exchanged, and how they are used to promote agricultural risk transfer in developing countries via the World Bank program. We also treat some specific issues such as basis risk, pricing and design. JEL codes: G12, G13, Q54. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISBNs :
9781441911285
Database :
Complementary Index
Journal :
Uncertainty & Environmental Decision Making
Publication Type :
Book
Accession number :
76784708
Full Text :
https://doi.org/10.1007/978-1-4419-1129-2_5