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A primer on weather derivatives

Barrieu, Pauline and Scaillet, Olivier (2010) A primer on weather derivatives. In: Filar, Jerzy A. and Haurie, Alain, (eds.) Uncertainty and Environmental Decision Making: a Handbook of Research and Best Practice. International series in operations research & management science (138). Springer Berlin / Heidelberg, pp. 155-176. ISBN 9781441911285

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We give a short introduction to weather derivatives. We discuss what they are made for. We describe the markets on which they are exchanged, and how they are used to promote agricultural risk transfer in developing countries via the World Bank program. We also treat some specific issues such as basis risk, pricing and design.

Item Type: Book Section
Official URL:
Additional Information: © 2010 Springer Science + Business Media LLC
Divisions: Centre for Analysis of Time Series
Subjects: Q Science > QA Mathematics
Date Deposited: 27 Nov 2009 13:05
Last Modified: 25 May 2024 03:42

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