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	Provedor de dados AgEcon (2) Autor Musshoff, Oliver (2) Odening, Martin (2) Xu, Wei (2) Palavra-chave Basis risk (2) Precipitation model (2) Resource /Energy Economics and Policy (2) Risk and Uncertainty (2) Weather derivatives (2) Weather risk (2) C8 (1) Q14 (1) Q54 (1) Mais... Tipo do documento Conference Paper or Presentation (1) Working or Discussion Paper (1) Ano 2006 (1) 2005 (1) País United States (2) Idioma Alemão (1) Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Zur Reduzierung niederschlagsbedingter Produktionsrisiken mit Wetterderivaten AgEcon Musshoff, Oliver; Odening, Martin; Xu, Wei. In this paper we price a precipitation option based on empirical weather data from Germany using different pricing methods, among them the burn analysis, index value simulation and daily simulation. For that purpose we develop a daily precipitation model. Moreover, a decorrelation analysis is proposed to analyse the spatial basis risk that is inherent to rainfall derivatives. The models are applied to precipitation data in Brandenburg, Germany. Based on simplifying assumptions of the production function we quantify and compare the risk exposure of grain producers with and without rainfall insurance. It turns out that a considerable risk remains with producers who are located remotely from the weather station. Another finding is that significant differences... Tipo: Working or Discussion Paper Palavras-chave: Weather risk; Weather derivatives; Precipitation model; Basis risk; Resource /Energy Economics and Policy; Risk and Uncertainty. Ano: 2005 URL: http://purl.umn.edu/18822 Modeling and Pricing Rain Risk AgEcon Musshoff, Oliver; Odening, Martin; Xu, Wei. In this paper we price a precipitation option based on empirical weather data from Germany using different pricing methods, among them Burn Analysis, Index Value Simulation and Daily Simulation. For that purpose we develop a daily precipitation model. Moreover, a decorrelation analysis is proposed to assess the spatial basis risk that is inherent to rainfall derivatives. The models are applied to precipitation data in Brandenburg, Germany. Based on simplifying assumptions of the production function, we quantify and compare the risk exposure of grain producers with and without rainfall insurance. It turns out that a considerable risk remains with producers who are remotely located from the weather station. Another finding is that significant differences may... Tipo: Conference Paper or Presentation Palavras-chave: Weather risk; Weather derivatives; Precipitation model; Basis risk; Resource /Energy Economics and Policy; Risk and Uncertainty; C8; Q14; Q54. Ano: 2006 URL: http://purl.umn.edu/25386 Registros recuperados: 2 Primeira ... 1 ... Última

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