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The pricing of degree‐day weather options

Author

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  • Calum G. Turvey

Abstract

Keywords: Degree‐day options, Weather derivatives, Weather risk

Suggested Citation

  • Calum G. Turvey, 2005. "The pricing of degree‐day weather options," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 65(1), pages 59-85, May.
    • Handle: RePEc:eme:afrpps:00214660580001167
    DOI: 10.1108/00214660580001167
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    Citations

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    Cited by:

    1. Kellner, Ulla & Musshoff, Oliver, 2011. "Precipitation or water capacity indices? An analysis of the benefits of alternative underlyings for index insurance," Agricultural Systems, Elsevier, vol. 104(8), pages 645-653, October.
    2. Richards, Timothy J. & Manfredo, Mark R. & Sanders, Dwight R., 2002. "Weather Derivatives: Managing Risk With Market-Based Instruments," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19074, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    3. Schmitz, B. & Starp, M., . "Wetterderivate zur Absicherung des Energiekostenrisikos im Unterglasanbau," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 40.
    4. Mafoua, Edouard, 2003. "Weather Insurance To Protect Specialty Crops Against Costs Of Irrigation In Drought Years," 2003 Annual meeting, July 27-30, Montreal, Canada 21922, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Truong, Chi & Trueck, Stefan & Pitt, David & Best, Rohan, 2025. "Seasonality and valuation of renewable energy projects in a two factor model," Applied Energy, Elsevier, vol. 389(C).
    6. Turvey, Calum G., 2002. "Insuring Heat Related Risks In Agriculture With Degree-Day Weather Derivatives," 2002 Annual meeting, July 28-31, Long Beach, CA 19896, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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