Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model

标题
Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model
作者
关键词
Risk management, Weather risk, Regional diversification, Portfolio weights
出版物
Computational Economics
Volume 44, Issue 1, Pages 67-86
出版商
Springer Nature
发表日期
2013-11-28
DOI
10.1007/s10614-013-9410-y

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