A primer on weather derivatives

Barrieu, Pauline

; and Scaillet, Olivier (2010) A primer on weather derivatives In: 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	Chapter
Copyright holders	© 2010 Springer Science + Business Media LLC
Departments	Centre for Analysis of Time Series Statistics
Date Deposited	27 Nov 2009 13:05
URI	https://researchonline.lse.ac.uk/id/eprint/26008

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http://www.springer.com/environment/monitoring+-+environmental+analysis/book/978-1-4419-1128-5 (Publisher)
http://www.lse.ac.uk/Statistics/People/Professor-Pauline-Barrieu.aspx (Author)
http://www.springer.com/ (Official URL)

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