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Niederschlagsderivate

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Author Info
Heidorn, Thomas
Trautmann, Alexandra
Abstract

Some traders estimate precipitation derivatives to have a potential which increases even that of temperature derivatives. Precipitation derivatives can be used both for hedging and marketing purposes for a diverse number of possible end users. However, the complex way of measuring precipitation, the lack of qualitative data and the feature of precipitation as being locally and timely variable make it necessary to develop highly individual contracts to keep the basis risk low. --

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File URL: http://econstor.eu/bitstream/10419/27826/1/508670144.PDF
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Publisher Info
Paper provided by Frankfurt School of Finance and Management in its series Frankfurt School - Working Paper Series with number 69.

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Date of creation: 2005
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Handle: RePEc:zbw:fsfmwp:69

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Web page: http://www.frankfurt-school.de/

For technical questions regarding this item, or to correct its listing, contact: (ZBW - German National Library for Economics).

Related research
Keywords: Precipitation derivatives; weather derivatives; weather risk management; hedging; base risk; liquidity; precipitation variability;

Find related papers by JEL classification:
G19 - Financial Economics - - General Financial Markets - - - Other

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This page was last updated on 2009-12-2.


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