Modelling farm production risk with copulae instead of correlations
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References listed on IDEAS
- Wei Xu & Guenther Filler & Martin Odening & Ostap Okhrin, 2010.
"On the systemic nature of weather risk,"
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More about this item
KeywordsCopula; risk; weather derivatives; Risk and Uncertainty;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-15 (All new papers)
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