Janda, Karel and Vylezik, Tomas (2011): Financial Management of Weather Risk with Energy Derivatives.
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In this paper we describe the major issues in the weather risk management. We focus on the management of financial risks connected with weather. We first provide a general discussion of the impact of weather on the economy. Then we follow with the overview of the development of the weather risk management. The core of the paper in then devoted to the role of weather derivatives as financial tools for weather risk management.
|Item Type:||MPRA Paper|
|Original Title:||Financial Management of Weather Risk with Energy Derivatives|
|English Title:||Financial Management of Weather Risk with Energy Derivatives|
|Keywords:||Financial risk; Weather risk; Derivatives; Energy|
|Subjects:||G - Financial Economics > G1 - General Financial Markets > G12 - Asset Pricing; Trading volume; Bond Interest Rates
G - Financial Economics > G1 - General Financial Markets > G13 - Contingent Pricing; Futures Pricing
Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics > Q4 - Energy
|Depositing User:||Karel Janda|
|Date Deposited:||26. Nov 2011 15:37|
|Last Modified:||12. Feb 2013 17:46|
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