作　　者： (李嫣然）;

机构地区： 西南财经大学,四川成都610000

出　　处： 《保险职业学院学报》 2017年第4期28-33,共6页

摘　　要： 气象灾害的发生往往会带来巨灾损失,天气风险不仅影响农业正常生产生活,而且也会给国民经济发展带来不利因素。天气金融衍生品作为一种新型的金融工具,能够有效缓解天气风险带来的损害,为规避农业巨灾损失提供了一条新途径。本文通过构建ARMA时间序列模型分析气温动态变化的过程,对模型准确度进行了估计和检验。 The occurrence of meteorological disasters often brings catastrophic losses. The weather risk not only affects the normal production and life of agriculture, but also brings unfavorable factors to the national economic development. Weather financial derivatives as a new type of financial instruments, can effectively mitigate the damage caused by weather risk, in order to avoid the loss of agricultural catastrophe provides a new way. In this paper, the time series model is used to analyze the dynamic change of temperature, and the accuracy of the model is estimated and tested.

关 键 词： 天气金融衍生品 农业巨灾风险 期权定价