| 气候变化与天气衍生产品创新 |
| |
| 引用本文： | 段兵.气候变化与天气衍生产品创新[J].南方金融,2010(9). |
| |
| 作者姓名： | 段兵 |
| |
| 作者单位： | 中国农业银行,北京,100005 |
| |
| 摘 要： | 由于气候变化会加大天气的波动性,企业需要运用天气衍生产品来对冲天气影响的风险以稳定利润。天气衍生产品是一类特殊的金融衍生产品,具有自身特定的构成要素、标的变量、支付函数和定价方法。随着气候变化的影响逐步加大,天气衍生产品具有广阔的发展空间。
|
| 关 键 词： | 气候变化 天气风险 衍生产品 |
Weather Changes and Its Derivatives Products Innovation |
| |
| Duan Bing.Weather Changes and Its Derivatives Products Innovation[J].South China Finance,2010(9). |
| |
| Authors: | Duan Bing |
| |
| Institution: | Duan Bing (Agriculture Bank of China,Beijing,100005 China) |
| |
| Abstract: | Because the changes of climate will accelerate volatility of weather, enterprises need to use weather derivatives products to hedge the risk from weather impact in order to keep profits stable. Weather derivatives product is a specific financial derivatives product, which has certain elements, underlying variables, paying function and pricing method. Along with the increasing impact from weather this type of products have wide growth spaces. |
| |
| Keywords: | Weather Changes Weather Risk Derivatives |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
