IDEAS home Printed from https://ideas.repec.org/r/eme/afrpps/v67y2007i1p135-156.html

Analysis of rainfall derivatives using daily precipitation models: opportunities and pitfalls

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Simona Franzoni & Cristian Pelizzari, 2021. "Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas," Annals of Operations Research, Springer, vol. 299(1), pages 939-962, April.
  2. Doms, Juliane, "undated". "Put, call or strangle? About the challenges in designing weather index insurances to hedge performance risk in agriculture," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017 261990, German Association of Agricultural Economists (GEWISOLA).
  3. Ostap Okhrin & Martin Odening & Wei Xu, 2013. "Systemic Weather Risk and Crop Insurance: The Case of China," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 351-372, June.
  4. Pelka, Niels & Mußhoff, Oliver, . "Das Risikoreduzierungspotenzial von Wetterindexversicherungen im Agribusiness – Die Bedeutung des Aggregationsniveaus von Ertragszeitreihen," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 64(02).
  5. Mußhoff, O. & Odenin, M. & Wei, X., . "Zur Quantifizierung des Basisrisikos von Wetterderivaten," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 42.
  6. M. Ritter & O. Mußhoff & M. Odening, 2014. "Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 67-86, June.
  7. repec:hum:wpaper:sfb649dp2013-005 is not listed on IDEAS
  8. Andrea Martínez Salgueiro & Maria-Antonia Tarrazon-Rodon, 2020. "Approaching rainfall-based weather derivatives pricing and operational challenges," Review of Derivatives Research, Springer, vol. 23(2), pages 163-190, July.
  9. Markus Stowasser, 2011. "Modelling rain risk: a multi-order Markov chain model approach," Journal of Risk Finance, Emerald Group Publishing, vol. 13(1), pages 45-60, December.
  10. Bucheli, Janic & Dalhaus, Tobias & Finger, Robert, 2022. "Temperature effects on crop yields in heat index insurance," Food Policy, Elsevier, vol. 107(C).
  11. Xu, Wei & Odening, Martin & Musshoff, Oliver, 2007. "Indifference Pricing of Weather Insurance," 101st Seminar, July 5-6, 2007, Berlin Germany 9267, European Association of Agricultural Economists.
  12. Wei Xu & Guenther Filler & Martin Odening & Ostap Okhrin, 2010. "On the systemic nature of weather risk," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(2), pages 267-284, August.
  13. López Cabrera, Brenda & Odening, Martin & Ritter, Matthias, 2013. "Pricing rainfall futures at the CME," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4286-4298.
  14. Eltazarov, Sarvarbek & Bobojonov, Ihtiyor & Kuhn, Lena & Glauben, Thomas, 2021. "Mapping weather risk – A multi-indicator analysis of satellite-based weather data for agricultural index insurance development in semi-arid and arid zones of Central Asia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23.
  15. Ceballos, Francisco, 2016. "Estimating spatial basis risk in rainfall index insurance: Methodology and application to excess rainfall insurance in Uruguay," IFPRI discussion papers 1595, International Food Policy Research Institute (IFPRI).
  16. Banerjee, Chirantan & Berg, Ernst, "undated". "Policy for implementation of Index Based Weather Insurance revisited: the case of Nicaragua," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122448, European Association of Agricultural Economists.
  17. repec:hum:wpaper:sfb649dp2009-001 is not listed on IDEAS
  18. Leif Erec Heimfarth & Oliver Musshoff, 2011. "Weather index‐based insurances for farmers in the North China Plain," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 71(2), pages 218-239, August.
  19. Turvey, Calum G. & Kong, Rong & Belltawn, Burgen, "undated". "Weather Risk and the Viability of Weather Insurance In Western China," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49362, Agricultural and Applied Economics Association.
  20. Andrea Martínez Salgueiro & Maria-Antonia Tarrazon-Rodon, 2021. "Weather derivatives to mitigate meteorological risks in tourism management: An empirical application to celebrations of Comunidad Valenciana (Spain)," Tourism Economics, , vol. 27(4), pages 591-613, June.
  21. Nelson Christopher Dzupire & Philip Ngare & Leo Odongo, 2019. "Pricing Basket Weather Derivatives on Rainfall and Temperature Processes," IJFS, MDPI, vol. 7(3), pages 1-14, June.
  22. Matsumoto, Takuji & Yamada, Yuji, 2025. "Advancing financial instruments and market trading framework for local solar power hedging with principal component derivatives," Energy Economics, Elsevier, vol. 149(C).
  23. Musshoff, Oliver & Hirschauer, Norbert, 2008. "Hedging von Mengenrisiken in der Landwirtschaft – Wie teuer dürfen „ineffektive“ Wetterderivate sein?," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 57(05), pages 1-12.
  24. Mußhoff, Oliver & Grüner, Sven & Hirschauer, Norbert, 2014. "Muss man begrenzte Rationalität und heuristisches Entscheiden bei der Erklärung für die Verbreitung von Wetterindexversicherungen in der Landwirtschaft berücksichtigen? – Eine Untersuchung auf der Basis eines Extra-Laboratory- Experiments," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 63(02), pages 1-14, March.
  25. Zhiwei Shen & Martin Odening & Ostap Okhrin, 2016. "Can expert knowledge compensate for data scarcity in crop insurance pricing?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(2), pages 237-269.
  26. Chung, Wonho, . "Reducing the Social Cost of Federal Crop Insurance: A Role for US Government Hedging with Weather Derivatives," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 36(2), pages 1-26.
  27. Mußhoff, Oliver & Grüner, Sven & Hirschauer, Norbert, 2014. "Muss man begrenzte Rationalität und heuristisches Entscheiden bei der Erklärung für die Verbreitung von Wetterindexversicherungen in der Landwirtschaft berücksichtigen? – Eine Untersuchung auf d," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 63(2).
  28. Bokusheva, Raushan & Breustedt, Gunnar & Heidelbach, Olaf, 2007. "Ex-ante evaluation of weather-based index insurance and area-yield insurance for reducing crop yield risk," 101st Seminar, July 5-6, 2007, Berlin Germany 9250, European Association of Agricultural Economists.
  29. repec:hum:wpaper:sfb649dp2013-030 is not listed on IDEAS
  30. Bobojonov, Ihtiyor & Sommer, Rolf, 2011. "Alternative Insurance Indexes for Drought Risk in Developing Countries," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114256, European Association of Agricultural Economists.
  31. repec:hum:wpaper:sfb649dp2009-002 is not listed on IDEAS
  32. Pelka, Niels & Mußhoff, Oliver, 2013. "Das Risikoreduzierungspotenzial von Wetterderivaten im Ackerbau: Einfachindizes versus Mischindizes," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 62(04), pages 1-13, November.
  33. Flavia Mirela Barna & Alina Claudia Manescu, 2025. "The Impact of Drought Risk on Maize Crop in Romania," Sustainability, MDPI, vol. 17(19), pages 1-21, October.
  34. Pelka, Niels & Mußhoff, Oliver, 2013. "Das Risikoreduzierungspotenzial von Wetterderivaten im Ackerbau: Einfachindizes versus Mischindizes," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 62(4).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.