Art

J-GLOBAL ID：200902296223048771   Reference number：07A0323637

On Weather Derivatives and Temperature Swapping in Japan

日本における天候デリバティブと温度スワッピングについて

Author (1)： TAKAO Atsushi (Kobe Univ.)
Material： 日本リスク研究学会誌  (Japanese Journal of Risk Analysis)
Volume： 17  Issue： 1  Page： 123-127  Publication year： Mar. 12, 2007 
JST Material Number： L2237A  ISSN： 0915-5465  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： Japan ,...
Semi thesaurus term： 悪影響 ,...

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JST classification (1)： Management engineering in general  (KA01010C)

Reference (9)：

• Black, F. and M. Scholes (1973) “The Pricing of Options and Corporate Liabilities”, Journal of Political Economy 31,(July/August), 637-659.
• Hijikata, K.(2000) Sohron Tenkou Derivative (General Remarks: WeatherDerivatives) Tokyo: Shigumabeisu-kyapitaru (in Japanese).
• Hijikata, K.(2001) Sokaisetsu Hoken Derivative (The New Risk Hedge Solution) Tokyo: Nihonkeizaishinbunsha.(in Japanese)
• Japan Meteorological Agency (2002) Kigyo no Tenkourisuku to Chuuchouki Kishou Yohou no Katuyou ni Kansuru Chousa (A survey of Meteorological Risk in Enterprise and Middle and Long Term Use of Weather Forecast) Tokyo: Japan Meteorological Agency.(in Japanese)
• Mizuho (1st Financial Technology)(2003) Tenkou-risukumanejimento heno Ansanburu Yohou no Katuyou ni kansuru Chousa (A Research on Application of Ensemble Forecasting to Weather Risk Management), Tokyo: Mizuho Bank.(in Japanese)

Terms in the title (3)： 日本 ,  天候 ,  デリバティブ