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Niederschlagsderivate

Author

Listed:
  • Heidorn, Thomas
  • Trautmann, Alexandra

Abstract

Some traders estimate precipitation derivatives to have a potential which increases even that of temperature derivatives. Precipitation derivatives can be used both for hedging and marketing purposes for a diverse number of possible end users. However, the complex way of measuring precipitation, the lack of qualitative data and the feature of precipitation as being locally and timely variable make it necessary to develop highly individual contracts to keep the basis risk low.

Suggested Citation

  • Heidorn, Thomas & Trautmann, Alexandra, 2005. "Niederschlagsderivate," Frankfurt School - Working Paper Series 69, Frankfurt School of Finance and Management.
    • Handle: RePEc:zbw:fsfmwp:69
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    File URL: https://www.econstor.eu/bitstream/10419/27826/1/508670144.PDF
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    Citations

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    Cited by:

    1. Almer, Thomas & Heidorn, Thomas & Schmaltz, Christian, 2008. "The dynamics of short- and long-term CDS-spreads of banks," Frankfurt School - Working Paper Series 95, Frankfurt School of Finance and Management.

    More about this item

    Keywords

    Precipitation derivatives; weather derivatives; weather risk management; hedging; base risk; liquidity; precipitation variability;
    All these keywords.

    JEL classification:

    • G19 - Financial Economics - - General Financial Markets - - - Other

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