Journal of
Economics and International Finance

  • Abbreviation: J. Econ. Int. Finance
  • Language: English
  • ISSN: 2006-9812
  • DOI: 10.5897/JEIF
  • Start Year: 2009
  • Published Articles: 363

Full Length Research Paper

Temperature-based options for Vietnam: An option pricing and policy insight

TRAN Do Thinh Hoang
  • TRAN Do Thinh Hoang
  • Graduate School of Management, Ritsumeikan Asia Pacific University, 1-1 Jumonjibaru, Beppu, Oita 874-8577, Japan.
  • Google Scholar
OTAKE Toshitsugu
  • OTAKE Toshitsugu
  • Graduate School of Management, Ritsumeikan Asia Pacific University, 1-1 Jumonjibaru, Beppu, Oita 874-8577, Japan.
  • Google Scholar


  •  Received: 25 January 2020
  •  Published: 31 January 2020

References

Alaton P, Djehiche M, Stillberger D (2002). On Modelling and Pricing Weather Derivatives. Applied Mathematical Finance 9(1):1-20.
Crossref

 

Benth FE, Saltyte-Benth J, Koekebakker S (2007). Putting a Price on Temperature. Scandinavian Journal of Statistics 34(4):746-767.

 
 

Cabrera BL (2009). Pricing of Asian temperature risk (Master's thesis, Humboldt-Universität zu Berlin, Faculty of Economics).

 
 

General Statistics Office of Vietnam (2017) and Quarter 1. Labor report. Available at: 

View

 
 

General Statistics Office (GSO) (2018). Labor report. Available at: 

View

 
 

Goncu A (2011). Pricing Temperature-Based Weather Derivatives in China. Journal of Risk Finance 13(1):32-44.
Crossref

 
 

Kermiche L, Vuillermet N (2016). Weather derivatives structuring and pricing: a sustainable agricultural approach in Africa. Applied Economics 48(2):165-177.
Crossref

 
 

Heimfarth LE, Musshoff O (2011). Weather index‐based insurances for farmers in the North China Plain: An analysis of risk reduction potential and basis risk. Agricultural Finance Review 71(2):218-239.
Crossref

 
 

Liu X (2006). Weather Derivatives: A Contemporary Review and Its Application in China. M.Sc. Dissertation, University of Nottingham.

 
 

Lu Z, Ender M (2014). Model Comparison for Temperature-Based Weather Derivatives in Mainland China. Emerging Markets Finance and Trade 50(5):68-86.

 
 

Morgan Stanley Capital International (2017). Market Cap Indexes. Available at: 

View

 
 

Schiller F, Seidler G, Wimmer M (2012). Temperature models for pricing weather derivatives. Quantitative Finance 12(3):489-500.
Crossref

 
 

Singal S (2017). Emergence of commodity derivatives as defensive instrument in portfolio risk hedging: a case of Indian commodity markets. Studies in Business and Economics 12:1.
Crossref

 
 

State Securities Commission of Vietnam (SSC) (2018). Stock exchanges reports.

 
 

Vietnam Ministry of Agriculture and Rural Development (MARD) (2018). Statistics report. Available at: 

View