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Application of Weather Derivatives in Multi-Period Risk Management

Author

Listed:
  • Vedenov, Dmitry V.
  • Sanchez, Leonardo

Abstract

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.

Suggested Citation

  • Vedenov, Dmitry V. & Sanchez, Leonardo, 2011. "Application of Weather Derivatives in Multi-Period Risk Management," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103740, Agricultural and Applied Economics Association.
  • Handle: RePEc:ags:aaea11:103740
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    File URL: http://purl.umn.edu/103740
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    More about this item

    Keywords

    Weather Derivatives; Risk Management; Multi-Period.; Agribusiness; Agricultural Finance; Risk and Uncertainty; Q13; Q14;

    JEL classification:

    • Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
    • Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance

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