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The axiomatic basis of risk–value models
European Journal of Operational Research, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Basis Risk and Weather Hedging Effectiveness
2007Basis risk has been cited as a primary concern for implementing weather hedges. This study investigates several dimensions of weather basis risk for the U.S. corn market at various levels of aggregation. The results suggest that while the degree of geographic basis risk may be significant in some instances, it should not preclude the use of geographic ...
Woodard, Joshua D. +3 more
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Cattle Basis Risk and Grid Pricing
1998The beef industry is increasingly moving towards a more value-based pricing system in an attempt to send appropriate signals to producers. Beef packers have responded by developing grid pricing systems which value each carcass separately based on its own merit, as opposed to one price for an entire pen of cattle.
Graff, Jennifer L. +3 more
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Optimal Hedging with Basis Risk
2006It often happens that options are written on underlying assets that cannot be traded directly, but where a ‘closely related’ asset can be traded. Rather than simply using the traded asset as a proxy for the option underlying, one should calculate some ‘best’ hedging strategy.
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Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module [PDF]
, 2013 This paper analyzes the equity risk module of Solvency II, the new regulatory framework in the European Union. The equity risk module contains a symmetric adjustment mechanism called equity dampener which shall reduce procyclicality of capital requirements and thus systemic risk in the insurance sector.
Eling, Martin, Pankoke, David Antonius
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The Statutory Basis of Risk Assessment
1984American society has become increasingly concerned with the environmental, health, and safety risks posed by technology. This concern has led to two developments. One is the passage of numerous federal statutes regulating risk. The other is the development of increasingly sophisticated techniques for the assessment of risk.
Frederic A. Morris, Eugene Duvernoy
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Geostatistics, Basis Risk, and Index Insurance
2015This paper describes the application of geostatistics to weather index insurance in order to systematically analyze spatial basis risk inherent in index insurance contracts. The notion of spatial autocorrelation is in general overlooked by index insurance practitioners, but has profound implications for the effectiveness of the insurance offered.
Norton, Michael +5 more
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Hedging price risk under production flexibility and basis risk
1999Le contrat optimal de couverture contre le risque de prix pour une entreprise disposant d'une production flexible est déterminé en présence d'un risque de base. Il contient un prix critique au-dessous ou au-dessus duquel une indemnité non linéaire est versée selon que la corrélation entre les prix sur le marché au comptant et sur le marché à terme est ...
Mahul, Olivier +1 more
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Toxicological Basis for Risk Assessment
2022Mark G. Robson, William A. Toscano
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Scientific basis of biosafety risk assessments.
2003AbstractThis paper discusses the following topics: impact of transgene flow on agriculture and environment; gene flow of transgenic maize into mexican landraces; impact of toxic Bt transgenes in maize on nontarget insects; emerging issues on transgenics; and radiation mutation in crops.
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