Temperature-based options for Vietnam: An option pricing and policy insight

Article Properties
Refrences
Title Journal Journal Categories Citations Publication Date
Alaton P, Djehiche M, Stillberger D (2002). On Modelling and Pricing Weather Derivatives. Applied Mathematical Finance 9(1):1-20. Benth FE, Saltyte-Benth J, Koekebakker S (2007). Putting a Price on Temperature. Scandinavian Journal of Statistics 34(4):746-767. Cabrera BL (2009). Pricing of Asian temperature risk (Masters thesis, Humboldt-Universitt zu Berlin, Faculty of Economics). General Statistics Office of Vietnam (2017) and Quarter 1. Labor report. Available at: View General Statistics Office (GSO) (2018). Labor report. Available at: View Goncu A (2011). Pricing Temperature-Based Weather Derivatives in China. Journal of Risk Finance 13(1):32-44. Kermiche L, Vuillermet N (2016). Weather derivatives structuring and pricing: a sustainable agricultural approach in Africa. Applied Economics 48(2):165-177. Heimfarth LE, Musshoff O (2011). Weather index‐based insurances for farmers in the North China Plain: An analysis of risk reduction potential and basis risk. Agricultural Finance Review 71(2):218-239. Liu X (2006). Weather Derivatives: A Contemporary Review and Its Application in China. M.Sc. Dissertation, University of Nottingham. Lu Z, Ender M (2014). Model Comparison for Temperature-Based Weather Derivatives in Mainland China. Emerging Markets Finance and Trade 50(5):68-86. Morgan Stanley Capital International (2017). Market Cap Indexes. Available at: View Schiller F, Seidler G, Wimmer M (2012). Temperature models for pricing weather derivatives. Quantitative Finance 12(3):489-500. Singal S (2017). Emergence of commodity derivatives as defensive instrument in portfolio risk hedging: a case of Indian commodity markets. Studies in Business and Economics 12:1. State Securities Commission of Vietnam (SSC) (2018). Stock exchanges reports. Vietnam Ministry of Agriculture and Rural Development (MARD) (2018). Statistics report. Available at: View