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	Provedor de dados AgEcon (3) Autor Garcia, Philip (1) Manfredo, Mark R. (1) Richards, Timothy J. (1) Sanchez, Leonardo (1) Vedenov, Dmitry V. (1) Woodard, Joshua D. (1) Mais... Palavra-chave Risk and Uncertainty (3) Weather Derivatives (3) Agricultural Finance (2) Q14 (2) Agribusiness (1) Basis Risk (1) Composite Hedges (1) Forecast Encompassing (1) G13 (1) Hedging Effectiveness (1) Insurance (1) Marketing (1) Multi-Period. (1) Q13 (1) Risk Management (1) Spatial Aggregation (1) Mais... Tipo do documento Conference Paper or Presentation (3) Ano 2011 (1) 2007 (1) 2005 (1) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última Application of Weather Derivatives in Multi-Period Risk Management AgEcon Vedenov, Dmitry V.; Sanchez, Leonardo. This work is a first attempt to analyze the effect of weather derivative availability on the risk management strategies in a multi-period setting, when crop activities take place twice a year. Rice production in Ecuador is used as a case study. Numerical solutions show farmers improve their well-being by reducing their risk exposure. Tipo: Conference Paper or Presentation Palavras-chave: Weather Derivatives; Risk Management; Multi-Period.; Agribusiness; Agricultural Finance; Risk and Uncertainty; Q13; Q14. Ano: 2011 URL: http://purl.umn.edu/103740 Hedging Yield with Weather Derivatives: A Role for Options AgEcon Manfredo, Mark R.; Richards, Timothy J.. While there are few risk management alternatives available to specialty crop growers, weather derivatives provide an important advancement. As with the use of any derivatives contract, the behavior of the basis will ultimately determine the net-hedged outcome. However, when using weather derivatives to hedge yield risks for specialty crops, growers face a unique form of basis risk because weather (temperature) and yield are nonlinearly related. Using the forecast encompassing principle, this research shows that the nonlinear relationship between yield and weather creates a role for options in an optimal hedging program. The results suggest that weather derivative instruments with nonlinear payoffs, such as options, be used in combination with linear... Tipo: Conference Paper or Presentation Palavras-chave: Weather Derivatives; Forecast Encompassing; Composite Hedges; Risk and Uncertainty; Q14; G13. Ano: 2005 URL: http://purl.umn.edu/19369 Basis Risk and Weather Hedging Effectiveness AgEcon Woodard, Joshua D.; Garcia, Philip. Basis risk has been cited as a primary concern for implementing weather hedges. This study investigates several dimensions of weather basis risk for the U.S. corn market at various levels of aggregation. The results suggest that while the degree of geographic basis risk may be significant in some instances, it should not preclude the use of geographic cross-hedging. In addition, the degree to which geographic basis risk impedes effective hedging diminishes as the level of spatial aggregation increases. In fact, geographic basis risk is actually negative in the case most representative of a reinsurance hedge, and the reduction in risk from employing straightforward temperature derivatives is significant. Finally, precipitation hedges are found to introduce... Tipo: Conference Paper or Presentation Palavras-chave: Weather Derivatives; Basis Risk; Spatial Aggregation; Insurance; Hedging Effectiveness; Agricultural Finance; Marketing; Risk and Uncertainty. Ano: 2007 URL: http://purl.umn.edu/9254 Registros recuperados: 3 Primeira ... 1 ... Última

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