Results 231 to 240 of about 118,115 (261)

Extreme weather risk and the cost of equity

2023
We examine if extreme weather exposure impacts firms' cost of equity. Motivated by a consumption-based asset pricing model with heterogeneous agents, we reveal the existence of an extreme weather risk premium in the cross-section of stock returns. In the period from 1995 to 2019, domestic U.S.
Julia Braun, Alexander Braun, Florian Weigert   +2 more
openaire   +2 more sources

Weather Risk in Offshore Projects

Journal of the Operational Research Society, 1994
Risk analysis tools have been used to help manage various projects. This paper describes a case study in which an extension to the stochastic project network model was developed for a risk analysis of an oil platform installation, quantifying the possible impact of the weather on the project's schedule. Examination of the weather data suggested the use
J. A. Bowers, G. I. Mould
openaire   +1 more source

Testing for increasing weather risk

Stochastic Environmental Research and Risk Assessment, 2013
It is an undisputed fact that weather risk increases over time due to climate change. However, qualification of this statement with regard to the type of weather risk and geographical location is needed. In this paper we compare alternative tests for trend detection and discuss their sensitivity.
W. Wang, I. Bobojonov, W. K. Härdle, M. Odening   +3 more
openaire   +1 more source

On the Systemic Nature of Weather Risk

2009
Systemic weather risk is a major obstacle for the formation of private (nonsubsidized) crop insurance. This paper explores the possibility of spatial diversification of insurance by estimating the joint occurrence of unfavorable weather conditions in different locations. For that purpose copula methods are employed that allow an adequate description of
Xu, Wei, Filler, Gunther, Odening, Martin, Okhrin, Ostap, Xu, Wei, Filler, Gunther, Odening, Martin, Okhrin, Ostap   +7 more
openaire   +1 more source

Weather risk swap valuation

Managerial Finance, 2011
PurposeIn June of 2001, Tokyo Electric Power Company (TEPCO) and Tokyo Gas Supply Company (TGSC) made a zero‐cost risk swap contract on the average temperature of August and September of 2001 in Tokyo for their adverse situations. This is an exchange of two options on the average temperature, by which TEPCO and TGSC can, respectively, hedge against a ...
openaire   +1 more source

Weather risk management and viability of weather insurance in punja

International Journal of Research in Marketing Management and Sales, 2022
Nikhil Sharma, Rohit Bansal
openaire   +1 more source

Weather rebate contracts for different risk attitudes of supply chain members

European Journal of Operational Research, 2023
Liping Fang, Mohamed Wahab Mohamed Ismail   +1 more
exaly  

Protecting franchise chains against weather risk: A design science approach

Journal of Business Research, 2021
Xavier Brusset, Jean-Louis Bertrand
exaly  

Weather risk management

Journal of Financial Regulation and Compliance, 2003
openaire   +1 more source

Hedging weather risk and coordinating supply chains

Journal of Operations Management, 2018
Xavier Brusset, Jean-Louis Bertrand
exaly