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A Primer on Weather Derivatives

In: Uncertainty and Environmental Decision Making

Author

Listed:
  • Pauline Barrieu

    (London School of Economics)

  • Olivier Scaillet

    (HEC Genève and Swiss Finance Institute)

Abstract

We give a short introduction to weather derivatives. We discuss what they are made for. We describe the markets on which they are exchanged, and how they are used to promote agricultural risk transfer in developing countries via the World Bank program. We also treat some specific issues such as basis risk, pricing and design. JEL codes: G12, G13, Q54.

Suggested Citation

  • Pauline Barrieu & Olivier Scaillet, 2009. "A Primer on Weather Derivatives," International Series in Operations Research & Management Science, in: Jerzy A. Filar & Alain Haurie (ed.), Uncertainty and Environmental Decision Making, chapter 0, pages 155-175, Springer.
    • Handle: RePEc:spr:isochp:978-1-4419-1129-2_5
    DOI: 10.1007/978-1-4419-1129-2_5
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    Citations

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    Cited by:

    1. Frank Youhua Chen & Candace Arai Yano, 2010. "Improving Supply Chain Performance and Managing Risk Under Weather-Related Demand Uncertainty," Management Science, INFORMS, vol. 56(8), pages 1380-1397, August.
    2. Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015. "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 17, pages 511-544, World Scientific Publishing Co. Pte. Ltd..
    3. Boyle, Colin F.H. & Haas, Jannik & Kern, Jordan D., 2021. "Development of an irradiance-based weather derivative to hedge cloud risk for solar energy systems," Renewable Energy, Elsevier, vol. 164(C), pages 1230-1243.

    More about this item

    Keywords

    weather derivatives; World Bank program;

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming

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