Погодные деривативы в России: страхование фермеров от колебаний температуры
Аннотация
Об авторах
Э. КаркинРоссия
С. Чекиров
Россия
А. Екимова
Россия
К. Джонстон
Россия
К. Ли
Россия
В. Секриеру
Россия
А. Стрельникова
Россия
М. Трир
Россия
В. Трубников
Россия
Список литературы
1. Alaton, P., Djehiche B., & Stillberger, D. (2002). On modeling and pricing weather derivatives. Applied Mathematical Finance, 9(1). doi:10.1080/13504860210132897
2. Basic Element. (2013, December 9). The future of farming in Russia. Farmers Weekly. Retrieved from www.basel.ru/en/articles/farming_09_12_13
3. Barrieu, P., & Scaillet, O. (2010). A primer on weather derivatives. In Uncertainty and Environmental Decision Making: A Handbook of Research and Best Practice (pp. 155-175). Retrieved from http://1cellonelight.com/pdf/weatherCambridge.pdf
4. British Potato Council. (2006, August). Target market report for the export of GB seed potatoes. BPC Target Market Report Russia. Retrieved from https://potatoes.ahdb.org.uk/sites/default/files/publication_upload/BPC%20OMIS%20Report%20Russia.pdf
5. Buckley, N. (2017, April). Russian agriculture flourishes amid sanctions. Financial Times. Retrieved from https://www.ft.com/content/422a8252-2443-11e7-8691-d5f7e0cd0a16
6. Climatemp (n. d.). Omsk Weather and Temperature. Retrieved from http://www.omsk.climatemps.com
7. Chung, W. (2011). Evaluating weather derivatives and crop insurance for farm production risk management in southern Minnesota. Master’s thesis, University of Minnesota. Retrieved from https://conservancy.umn.edu/bitstream/handle/11299/119325/Chung_umn_0130E_12390.pdf?sequence=1&isAllowed=y
8. Consedine, G. (2000). Introduction to Weather Derivatives. CME Group. Retrieved from https://www.cmegroup.com/trading/weather/files/WEA_intro_to_weather_der.pdf
9. Country Studies. (1996). Agriculture. Country Studies. Retrieved from http://countrystudies.us/russia/60.htm
10. Esper Group. (2010). NO CLIMAT but weather. Esper Times. Retrieved from http://www.esper-group.com/files/4/Esper-Times-_30-eng.pdf
11. Glenn, J. (2017). Euro vs. US Dollar. Investor Guide. Retrieved from http://www.investorguide.com/article/15564/euro-vs-us-dollar-d1412
12. Global Investment & Business Center. (2013). Russia Regional Economic and Business Atlas (Vol. 2). Washington, DC: International Business Publications. Retrieved from https://books.google.ru/books?id=ZEe8BQAAQBAJ&printsec=frontcover&hl=zh-CN&source=gbs_ge_summary_r&cad=0#v=onepage&q&f=false
13. Groll, A., López-Cabrera, B., & Meyer-Brandis, T. (2016). A consistent two-factor model for pricing temperature derivatives. Energy Economics, 55, 112-126. Retrieved from http://www.sciencedirect.com/science/article/pii/S 0140988316000104
14. Iansiti, M., & Lakhani, K. (2017, January-February). The truth about blockchain. Harvard Business Review. Retrieved from https://hbr.org/2017/01/the-truth-about-blockchain
15. Investopedia. (n. d.). Over-The-Counter-OTC. Retrieved from http://www.investopedia.com/terms/o/otc.asp
16. Knoema. (2015). Production and Sale of Agricultural Products, 1990-2015. Russian Agriculture Yields. Retrieved from https://knoema.com/atlas/Russian-Federation/Krasnodar-Krai/topics/Agriculture/Production-and-sales-of-agricultural-products-Gross-harvest-of-crops/Yield-of-winter-wheat
17. Liefert, W. M., Serova, E., & Liefert, O. (2015). Russia’s economic crisis and its agricultural and food economy. Choices, 30(1), pp. 1-6. Retrieved from http://www.choicesmagazine.org/magazine/article.php?article=78
18. Medetsky, A. (2016, October 6). Russia Becomes a Grain Superpower as Wheat Exports Explode. Retrieved from https://www.bloomberg.com/news/articles/2016-10-06/russia-upends-world-wheat-market-with-record-harvest-exports
19. Ministry of Finance of India. (2017). Government Sponsored Socially Oriented Insurance Schemes. Department of Financial Services, Government of India. Retrieved from http://financialservices.gov.in/insurance/gssois/wbcis.asp?pageid=2
20. Pavlova, V. N., Varcheva, S. E., Bokusheva, R., & Calanca, P. (2014). Modelling the effects of climate variability on spring wheat productivity in the steppe zone of Russia and Kazakhstan. Ecological Modelling, 277, 57-67. Retrieved from http://www.sciencedirect.com/science/article/pii/S 030438001400057X
21. RIHMI-WDC, Russia, CDIAC, USA. Daily Data. Air Temperature and Precipitation. (n. d.). Retrieved from http://meteo.ru/data/162-temperature-precipitation#доступ-к-данным
22. Simmons, S. R., Oelke, E. A., & Anderson, P. M. (1985). Growth and Development Guide for Spring Wheat. St. Paul, MN: University of Minnesota Agricultural Extension Service. Retrieved from https://conservancy.umn.edu/handle/11299/165834
23. State’s executives of the Krasnodar Region. (n. d.). Agricultural of Krasnodar Region. Retrieved from https://www.krasnodar.ru/en/content/453/show/32845
24. Sun, B., & van Kooten, G. (2015). Financial weather derivatives for corn production in Northern China: A comparison of pricing methods. Journal of Empirical Finance, 32, 201-209. Retrieved from http://www.sciencedirect.com/science/article/pii/S 0927539815000328
25. Taylor, J., & Buizza, R. (2006). Density forecasting for weather derivative pricing. International Journal of Forecasting, 22, 29-42. Retrieved from http://www.sciencedirect.com/science/article/pii/S 0169207005000634
26. Ukhova, D. (2013, September). After the Drought: The 2012 Drought, Russian farmers, and the challenges to adapting to extreme weather events. Oxfam Case Study. Retrieved from https://www.oxfam.org/sites/www.oxfam.org/files/cs-russia-drought-adaptation-270913-en.pdf
27. van Camp, M. (2015). Weather derivatives to mitigate weather risk to crops. Country Guide [Paragraph 3, 4 and 5]. Retrieved from https://www.countryguide.ca/2015/11/23/weather-derivatives-to-mitigate-weather-risk-to-crops/47647
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