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Analyse Der Korrelationskoeffizienten Für Den Einsatz Von Wetterderivaten

Author

Listed:
  • Schulte-Geers, Matthias
  • Trenkel, Hermann

Abstract

Die Eignung von Wetterderivaten als Risikomanagementinstrument ist zum einen vom Produktionsbasisrisiko und geographischen Basisrisiko und zum anderen vom gesamtbetrieblichen Portfolio abhängig. In dieser Arbeit sollen bezüglich des ersten Aspektes exemplarisch die sich verändernden Einflüsse von Niederschlagssummen auf einen Kartoffelbestand untersucht werden, wobei die Zeiträume über das Jahr hinweg, sowie die Orte der Indexerhebung variiert werden, und die resultierenden Korrelationskoeffizienten anhand von statistischen Tests auf Signifikanz überprüft werden.

Suggested Citation

  • Schulte-Geers, Matthias & Trenkel, Hermann, 2011. "Analyse Der Korrelationskoeffizienten Für Den Einsatz Von Wetterderivaten," 51st Annual Conference, Halle, Germany, September 28-30, 2011 114737, German Association of Agricultural Economists (GEWISOLA).
    • Handle: RePEc:ags:gewi11:114737
    DOI: 10.22004/ag.econ.114737
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