Weather derivative instruments. Property analysis of the basic instruments

Mentel G., Bilan Y., Szetela B., Mentel U.

Economic Computation and Economic Cybernetics Studies and Research, vol.55, no.2, pp.79-98, 2021 (SCI-Expanded, SSCI, Scopus) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 55 Say: 2
  • Nəşr tarixi: 2021
  • Doi nömrəsi: 10.24818/18423264/55.2.21.05
  • jurnalın adı: Economic Computation and Economic Cybernetics Studies and Research
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Social Sciences Citation Index (SSCI), Scopus, International Bibliography of Social Sciences, Business Source Elite, Business Source Premier, EconLit, INSPEC, zbMATH
  • Səhifə sayı: pp.79-98
  • Açar sözlər: Derivative instruments, Risk, Weather
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Bəli

Qısa məlumat

The issues of weather risk management, and more specifically the problem of protecting against it in terms of the so-called weather financial instruments are the subject of this paper. The article is devoted to the characteristics of the temperature weather factor as a base instrument in terms of meteorological forecasts. It refers to the methodology of weather forecasts in the light of their usefulness, statistical analysis of the properties of the selected weather factor and the nature of the variability of weather indexes.