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Погодные деривативы в России: страхование фермеров от колебаний температуры

https://doi.org/10.26794/2308-944X-2018-6-1-29-42

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Аннотация

Этот проект предлагает использовать погодные деривативы - тип финансового инструмента с выплатой на основе погодных условий - как метод для российских фермеров для подстраховки от ежедневных колебаний температуры. Мы создали инструмент моделирования производных погоды в Microsoft Excel, который вычисляет влияние температуры на урожайность, а затем анализирует, как возврат производных погоды может потенциально компенсировать потерю урожая. На основе этого инструмента мы разработали ряд рекомендаций, которые помогут внедрить эту систему защиты реальными пользователями.

Об авторах

Э. Каркин
Вустерский политехнический институт
Россия


С. Чекиров
Финансовый университет
Россия


А. Екимова
Финансовый университет
Россия


К. Джонстон
Вустерский политехнический институт
Россия


К. Ли
Вустерский политехнический институт
Россия


В. Секриеру
Финансовый университет
Россия


А. Стрельникова
Финансовый университет
Россия


М. Трир
Вустерский политехнический институт
Россия


В. Трубников
Финансовый университет
Россия


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Рецензия

Для цитирования:


Каркин Э., Чекиров С., Екимова А., Джонстон К., Ли К., Секриеру В., Стрельникова А., Трир М., Трубников В. Погодные деривативы в России: страхование фермеров от колебаний температуры. Review of Business and Economics Studies. 2018;6(1):29-42. https://doi.org/10.26794/2308-944X-2018-6-1-29-42

For citation:


Carkin E., Chekirov S., Echimova A., Johnston C., Li C., Secrieru V., Strelnikova A., Trier M., Trubnikov V. Weather Derivatives in Russia: Farmers’ Insurance against Temperature Fluctuations. Review of Business and Economics Studies. 2018;6(1):29-42. (In Russ.) https://doi.org/10.26794/2308-944X-2018-6-1-29-42

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ISSN 2308-944X (Print)