Management of climate risks in agriculture–will weather derivatives permeate?

Applied Economics ◽

10.1080/00036840802600210 ◽

2009 ◽

Vol 43 (9) ◽

pp. 1067-1077 ◽

Author(s):

Oliver Musshoff ◽

Martin Odening ◽

Wei Xu

Keyword(s):

Weather Derivatives ◽

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Climate risks and weather derivatives: a copula-based pricing model

Journal of Financial Stability ◽

10.1016/j.jfs.2021.100877 ◽

2021 ◽

pp. 100877

Author(s):

Giacomo Maria Bressan ◽

Silvia Romagnoli

Keyword(s):

Pricing Model ◽

Weather Derivatives ◽

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Closed-Form Expressions for the Pricing of Weather Derivatives: The Expected Payoff for t-Distributed Indices

SSRN Electronic Journal ◽

10.2139/ssrn.1212528 ◽

2008 ◽

Author(s):

Stephen Jewson

Keyword(s):

Closed Form ◽

Weather Derivatives ◽

Expected Payoff

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Hedging Climate Risks with Derivatives

SSRN Electronic Journal ◽

10.2139/ssrn.1583354 ◽

2010 ◽

Author(s):

Daniel Alexandre Bloch ◽

James Annan ◽

Justin Bowles

Keyword(s):

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Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa

SSRN Electronic Journal ◽

10.2139/ssrn.2084925 ◽

2012 ◽

Author(s):

Lamya Kermiche ◽

Nicolas Vuillermet

Keyword(s):

Weather Derivatives

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Financial Sector Stress and Asset Prices: Evidence from the Weather Derivatives Market

SSRN Electronic Journal ◽

10.2139/ssrn.2640352 ◽

2015 ◽

Author(s):

Daniel Weagley

Keyword(s):

Asset Prices ◽

Financial Sector ◽

Weather Derivatives

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Credit Access and Severe Climate Risks

SSRN Electronic Journal ◽

10.2139/ssrn.2714895 ◽

2016 ◽

Author(s):

Benjamin Lee Collier ◽

Volodymyr Babich

Keyword(s):

Credit Access ◽

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Horizon Value at Risk for Weather Derivatives Part 1: Single Contracts

SSRN Electronic Journal ◽

10.2139/ssrn.477585 ◽

2003 ◽

Author(s):

Stephen Jewson

Keyword(s):

At Risk ◽

Value At Risk ◽

Weather Derivatives

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A Preliminary Assessment of the Utility of Seasonal Forecasts for the Pricing of U.S. Temperature Based Weather Derivatives

SSRN Electronic Journal ◽

10.2139/ssrn.531062 ◽

2004 ◽

Author(s):

Stephen Jewson

Keyword(s):

Weather Derivatives ◽

Seasonal Forecasts ◽

Preliminary Assessment

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Arbitrage Pricing of Weather Derivatives and the Stochastic Process for the Expectation of Non-Linear Weather Indices

SSRN Electronic Journal ◽

10.2139/ssrn.593317 ◽

2004 ◽

Author(s):

Stephen Jewson

Keyword(s):

Stochastic Process ◽

Weather Derivatives ◽

Arbitrage Pricing ◽

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How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis

Journal of Financial Stability ◽

10.1016/j.jfs.2021.100871 ◽

2021 ◽

Vol 54 ◽

pp. 100871 ◽

Author(s):

Yannis Dafermos ◽

Maria Nikolaidi

Keyword(s):

Capital Requirements ◽

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