SELECTED PROBLEMS OF INDEX ESTIMATION OF WEATHER DERIVATIVES IN AGRICULTURE Cover Image

VYBRANÉ PROBLÉMY ODHADU INDEXU KLIMATICKÝCH DERIVÁTŮ V ZEMĚDĚLSTVÍ
SELECTED PROBLEMS OF INDEX ESTIMATION OF WEATHER DERIVATIVES IN AGRICULTURE

Author(s): Jindřich Špička
Subject(s): Business Economy / Management, Agriculture
Published by: Masarykova univerzita
Keywords: Weather derivatives; index; agriculture; risk management;
Summary/Abstract: The paper presents a potentially new tool for risk management of agricultural enterprises seeking to mitigate their income exposure to variations in weather conditions. The aim of the paper is to point out some problems of index estimation for the purposes of weather derivatives valuation considering the particularities of agriculture.

  • Page Range: 236-240
  • Page Count: 5
  • Publication Year: 2010
  • Language: Czech