{"created":"2023-06-19T10:37:29.350816+00:00","id":1531,"links":{},"metadata":{"_buckets":{"deposit":"78930221-592a-4c82-b117-5cd05816853e"},"_deposit":{"created_by":3,"id":"1531","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"1531"},"status":"published"},"_oai":{"id":"oai:iwate-pu.repo.nii.ac.jp:00001531","sets":["19:28:255:256"]},"author_link":["540","5442"],"item_7_biblio_info_12":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-12-01","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"18","bibliographicPageStart":"1","bibliographicVolumeNumber":"14","bibliographic_titles":[{"bibliographic_title":"総合政策"},{"bibliographic_title":"Journal of policy studies","bibliographic_titleLang":"en"}]}]},"item_7_description_10":{"attribute_name":"抄録(日)","attribute_value_mlt":[{"subitem_description":"本稿は岩手県の内陸4 都市と沿岸4 都市の冬の気温オプションの価格とリスクスワップの公平性について分析を行う。企業が冬の異常気象による収益の減少の緩和で、保険会社から気温オプションを購入するときにどの程度のコストでヘッジできるかを分析する。また、保険会社の商品を購入せずに、2 つの会社が気温リスクを交換する、すなわちリスクスワップ取引の契約をするときの公平性について分析をする。オプション価格の分析はBurning Cost 法と確率分布法を用いる。リスクスワップの公平性の分析はHellinger 距離を用いる。確率分布法の分析とHellinger 距離の計算において気温シミュレーションの結果が必要である。本稿は気温シミュレーションを行うための気温時系列プロセスを季節変動と季節変動以外の部分に分けて定式化を行う。季節変動以外の部分の定式化は分散変動モデルであるAR(p)-GARCH(1,1)モデルを用いる。","subitem_description_type":"Other"}]},"item_7_description_15":{"attribute_name":"表示順","attribute_value_mlt":[{"subitem_description":"3","subitem_description_type":"Other"}]},"item_7_description_16":{"attribute_name":"アクセション番号","attribute_value_mlt":[{"subitem_description":"KJ00008496639","subitem_description_type":"Other"}]},"item_7_description_8":{"attribute_name":"記事種別(日)","attribute_value_mlt":[{"subitem_description":"研究ノート ","subitem_description_type":"Other"}]},"item_7_description_9":{"attribute_name":"記事種別(英)","attribute_value_mlt":[{"subitem_description":"Note","subitem_description_type":"Other"}]},"item_7_source_id_1":{"attribute_name":"雑誌書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AA11348438","subitem_source_identifier_type":"NCID"}]},"item_7_source_id_19":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"13446347","subitem_source_identifier_type":"ISSN"}]},"item_7_text_6":{"attribute_name":"著者所属(日)","attribute_value_mlt":[{"subitem_text_value":"岩手県立大学総合政策学部"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Tee, Kian Heng"},{"creatorName":"ティー, キャン　ヘーン","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Tee, Kian Heng","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-12-27"}],"displaytype":"detail","filename":"KJ00008496639.pdf","filesize":[{"value":"868.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KJ00008496639.pdf","url":"https://iwate-pu.repo.nii.ac.jp/record/1531/files/KJ00008496639.pdf"},"version_id":"7f05fad6-6dda-4731-bb36-2324f7be5cdd"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"気温オプション","subitem_subject_scheme":"Other"},{"subitem_subject":"リスクスワップ","subitem_subject_scheme":"Other"},{"subitem_subject":"Burning Cost 法","subitem_subject_scheme":"Other"},{"subitem_subject":"確率分布法","subitem_subject_scheme":"Other"},{"subitem_subject":"GARCH モデル","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"岩手県県内都市における冬の気温オプションの価格分析とリスクスワップの分析","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"岩手県県内都市における冬の気温オプションの価格分析とリスクスワップの分析"},{"subitem_title":"Option pricing and risk swap analysis of winter temperatures in the city of Iwate Prefecture","subitem_title_language":"en"}]},"item_type_id":"7","owner":"3","path":["256"],"pubdate":{"attribute_name":"公開日","attribute_value":"2016-12-27"},"publish_date":"2016-12-27","publish_status":"0","recid":"1531","relation_version_is_last":true,"title":["岩手県県内都市における冬の気温オプションの価格分析とリスクスワップの分析"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-19T10:59:46.396601+00:00"}