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Record W1568169880 · doi:10.1108/afr-01-2014-0001

Hedging weather risk for corn production in Northeastern China

2014· article· en· W1568169880 on OpenAlexaff
Baojing Sun, Changhao Guo, G. Cornelis van Kooten

Bibliographic record

VenueAgricultural Finance Review · 2014
Typearticle
Languageen
FieldAgricultural and Biological Sciences
TopicAgricultural risk and resilience
Canadian institutionsUniversity of Victoria
Fundersnot available
KeywordsCrop insuranceHedgeRevenueProduction (economics)Basis riskRisk managementYield (engineering)Extreme weatherAgricultural economicsActuarial scienceEconomicsEnvironmental scienceEconometricsAgricultureBusinessAgricultural scienceClimate changeFinanceGeography

Abstract

fetched live from OpenAlex

Purpose – The paper analyzes the hedging efficiency of weather-indexed insurance for corn production in Northeast of China. The purpose of this paper is to identify the potential weather variables that impact corn yields and to analyze the efficiency of weather-indexed insurance under varying thresholds for payouts (strike values). Design/methodology/approach – Statistical relationships between climate variables and crop yields are used to construct weather-indexed insurance that enable a farmer to hedge against adverse precipitation outcomes. Mean root square loss is used to compare the efficiency of various weather products. Findings – Based on efficiency comparisons, it turns out that in some, but not all circumstances, cumulative rainfall (CR) insurance can be used to hedge weather risk. When CR explains one-third or more of the variation in corn yields, a hedge can offset the revenue loss caused by the corresponding weather risk; but when it explains much less of the yield variation, it is inefficient for hedgers to buy weather insurance. If CR explains variation in crop yields, it is increasingly efficient to employ CR-indexed insurance as strike values decline for put options or increase for call options. Practical implications – The paper provides a method for calculating the premium for an insurance product that provides a payout if CR in a growing season is too low. Originality/value – This research is important because it illustrates the potential benefits of using weather insurance as an agricultural risk management strategy in China.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.038
Threshold uncertainty score0.075

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.010
GPT teacher head0.217
Teacher spread0.207 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations13
Published2014
Admission routes1
Has abstractyes

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