Financial Weather Derivatives for Corn Production in Northeastern China: Modelling the underlying Weather Index

Baojing Sun

No 2017-05, Working Papers from University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group

Keywords: Pricing weather options; weather-based derivatives; stochastic process and econometric modeling; growing degree days; agricultural finance (search for similar items in EconPapers)
JEL-codes: G11 G12 G32 Q14 (search for similar items in EconPapers)
Pages: 24 pages
Date: 2017-09
New Economics Papers: this item is included in nep-cna, nep-env and nep-rmg
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