Pricing Weather Derivatives For Agricultural Risk Management
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References listed on IDEAS
- B. Wade Brorsen, 1989. "Liquidity costs and scalping returns in the corn futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(3), pages 225-236, June.
- Holden, Craig W. & Subrahmanyam, Avanidhar, 1994. "Risk aversion, imperfect competition, and long-lived information," Economics Letters, Elsevier, vol. 44(1-2), pages 181-190.
- Thompson, S. & Waller, M.L., 1988. "Determinants Of Liquidity Costs In Commodity Furures Markets," Papers 172, Columbia - Center for Futures Markets.
- Thompson, Sarahelen R. & Eales, James S. & Seibold, David, 1993.
"Comparison Of Liquidity Costs Between The Kansas City And Chicago Wheat Futures Contracts,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 18(02), December.
- Thompson, Sarahelen & Eales, James S. & Seibold, David, 1991. "Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts," Staff Paper Series 232522, University of Alberta, Department of Resource Economics and Environmental Sociology.
- Thompson, Sarahelen R. & Waller, Mark L., 1987. "The Execution Cost of Trading in Commodity Futures Markets," Food Research Institute Studies, Stanford University, Food Research Institute, issue 02.
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Keywordsderivative; Monte Carlo; pricing; risk weather; Risk and Uncertainty;
StatisticsAccess and download statistics
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