气候变化与天气衍生产品创新  

Weather Changes and Its Derivatives Products Innovation

作　　者：段兵 

机构地区：[1]中国农业银行,北京100005

出　　处：《南方金融》2010年第9期48-52,共5页South China Finance

摘　　要：由于气候变化会加大天气的波动性,企业需要运用天气衍生产品来对冲天气影响的风险以稳定利润。天气衍生产品是一类特殊的金融衍生产品,具有自身特定的构成要素、标的变量、支付函数和定价方法。随着气候变化的影响逐步加大,天气衍生产品具有广阔的发展空间。Because the changes of climate will accelerate volatility of weather, enterprises need to use weather derivatives products to hedge the risk from weather impaet in order to keep profits stable. Weather derivatives product is a specific finaneial derivatives produet, which has certain elements, underlying variables, paying function and pricing method. Along with the increasing impact from weather this type of products have wide growth spaces.

关 键 词：气候变化 天气风险 衍生产品 

分 类 号：P467[天文地球—大气科学及气象学]