2007, English, Article, Working paper edition: Identification of stochastic processes for an estimated icewine temperature hedging variable / Don Cyr and Martin Kusy. Cyr, Don, (author.)

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Bookmark: https://trove.nla.gov.au/version/231550719
Physical Description
  • 1 electronic text (21 pages : colour illustrations) : PDF file.
  • Electronic text in PDF format.
Published
  • [Walla Walla, WA] : American Association of Wine Economists, 2007.
Language
  • English

Edition details

Title
  • Identification of stochastic processes for an estimated icewine temperature hedging variable /​ Don Cyr and Martin Kusy.
Author
  • Cyr, Don, (author.)
Other Authors
  • Kusy, Martin, (author.)
  • American Association of Wine Economists (issuing body.)
Published
  • [Walla Walla, WA] : American Association of Wine Economists, 2007.
Copyright
  • ©2007.
Content Types
  • text
Carrier Types
  • online resource
Physical Description
  • 1 electronic text (21 pages : colour illustrations) : PDF file.
  • Electronic text in PDF format.
Series
Subjects
Summary
  • "This paper has extended the work of Cyr and Kusy (2005 and 2006) by creating a time series of estimated optimal icewine production hours over a 41 year period, based upon temperature variables measured on a daily basis. The time series of cumulative icewine production hours for the months of November through January of each season was then analyzed in order to identify a potential stochastic process for an underlying variable that could be employed in option contracts." --p. 19.
Notes
  • Title from cover of source document (viewed March 5, 2008).
  • "April 2007"
  • Includes bibliographical references.
  • Electronic text in PDF format.
  • 21 p. : ill.
Technical Details
  • Available via the World Wide Web.
  • System requirements: Adobe Acrobat Reader to view PDF files.
Language
  • English
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