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	Provedor de dados AgEcon (1) Autor Spicka, Jindrich (1) Palavra-chave Agricultural and Food Policy (1) Agriculture (1) Basis risk (1) Burn analysis (1) GA (1) IN (1) Research Methods/ Statistical Methods (1) Risk and Uncertainty (1) Risk management (1) Weather derivative valuation (1) Mais... Tipo do documento Journal Article (1) Ano 2011 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Weather derivative design in agriculture – a case study of barley in the Southern Moravia Region AgEcon Spicka, Jindrich. The aim of this paper is to point out some problems of index estimation for the purposes of weather derivative valuation considering the particularities of agriculture. The assessment of the sensitivity of barley to weather over 40 years has been the basis for the design and valuation of weather derivative in the Czech Republic (The Southern Moravia Region). The analysis is based on regression modeling using temperature index and barley yield. The burn analysis based on parametric bootstrap is used as the method for the valuation of weather derivative contract. With the effective bootstrap tool, the burn analysis may easily be processed and the uncertainty about the pay-off, option price and statistics of probability distribution of revenues can be... Tipo: Journal Article Palavras-chave: Weather derivative valuation; Agriculture; Risk management; Basis risk; Burn analysis; Agricultural and Food Policy; Research Methods/ Statistical Methods; Risk and Uncertainty; GA; IN. Ano: 2011 URL: http://purl.umn.edu/116383 Registros recuperados: 1 Primeira ... 1 ... Última

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