| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5085062 | International Review of Financial Analysis | 2012 | 8 Pages |
Abstract
âºDiversification across varieties of French wine is not likely to be that effective. âºItalian, Australian and Portuguese wines offer important diversification benefits. âºWe propose the development of futures and options contracts on wine price indices. âºA jump-diffusion model approximates the empirical behavior of wine price indices. âºWe develop appropriate equilibrium models for pricing wine derivatives.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Apostolos Kourtis, Raphael N. Markellos, Dimitris Psychoyios,