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Development Of Weather Derivatives: Evidence From Brazilian Soybean Market

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  • Raucci, Gian Lucca
  • Silveira, Rodrigo Lanna F.
  • Capitani, Daniel H D

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Suggested Citation

  • Raucci, Gian Lucca & Silveira, Rodrigo Lanna F. & Capitani, Daniel H D, 2018. "Development Of Weather Derivatives: Evidence From Brazilian Soybean Market," 2018 Annual Meeting, August 5-7, Washington, D.C. 274105, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea18:274105
    DOI: 10.22004/ag.econ.274105
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    References listed on IDEAS

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    1. Woodard, Joshua D. & Garcia, Philip, 2008. "Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-18, April.
    2. Joshua D. Woodard & Philip Garcia, 2008. "Basis risk and weather hedging effectiveness," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 68(1), pages 99-117, May.
    3. Antoine Leblois & Philippe Quirion, 2013. "Agricultural insurances based on meteorological indices: realizations, methods and research challenges," Post-Print hal-00656778, HAL.
    4. World Bank, 2005. "Agriculture Investment Sourcebook," World Bank Publications - Books, The World Bank Group, number 7308, December.
    5. Niels Pelka & Oliver Musshoff, 2013. "Hedging effectiveness of weather derivatives in arable farming – is there a need for mixed indices?," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(2), pages 358-372, July.
    6. Chen, Gang & Roberts, Matthew C. & Thraen, Cameron S., 2006. "Managing Dairy Profit Risk Using Weather Derivatives," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(3), pages 1-14, December.
    7. Martin, Steven W. & Barnett, Barry J. & Coble, Keith H., 2001. "Developing And Pricing Precipitation Insurance," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(1), pages 1-14, July.
    8. Xiaohui Deng & Barry J. Barnett & Dmitry V. Vedenov & Joe W. West, 2007. "Hedging dairy production losses using weather‐based index insurance," Agricultural Economics, International Association of Agricultural Economists, vol. 36(2), pages 271-280, March.
    9. Hong Shi & Zhihui Jiang, 2016. "The efficiency of composite weather index insurance in hedging rice yield risk: evidence from China," Agricultural Economics, International Association of Agricultural Economists, vol. 47(3), pages 319-328, May.
    10. Vedenov, Dmitry V. & Barnett, Barry J., 2004. "Efficiency of Weather Derivatives as Primary Crop Insurance Instruments," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(3), pages 1-17, December.
    11. Elsa Cortina & Ignacio Sánchez, 2013. "Hedging late frost risk in viticulture with exotic options," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(1), pages 136-160, May.
    12. Calum G. Turvey, 2001. "Weather Derivatives for Specific Event Risks in Agriculture," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 23(2), pages 333-351.
    13. Rajiv Seth & Valeed A. Ansari & Manipadma Datta, 2009. "Weather-risk hedging by farmers: An empirical study of willingness-to-pay in Rajasthan, India," Journal of Risk Finance, Emerald Group Publishing, vol. 10(1), pages 54-66, January.
    14. Saqib Khan & Morina Rennie & Sylvain Charlebois, 2013. "Weather risk management by Saskatchewan agriculture producers," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(1), pages 161-178, May.
    15. Jewson,Stephen & Brix,Anders With contributions by-Name:Ziehmann,Christine, 2005. "Weather Derivative Valuation," Cambridge Books, Cambridge University Press, number 9780521843713.
    16. Daniele Simone Torriani & Pierluigi Calanca & Martin Beniston & Jürg Fuhrer, 2008. "Hedging with weather derivatives to cope with climate variability and change in grain maize production," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 68(1), pages 67-81, May.
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    Cited by:

    1. Md. Bokhtiar Hasan & Md. Delowar Hossain & Abu N.M. Wahid, 2018. "Application of Forward Contract and Crop Insurance as Risk Management Tools of Agriculture: A Case Study in Bangladesh," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(12), pages 1394-1405, December.

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