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This study investigates the impact of seasonal climate forecasting training on agriculture, focusing on yields and risk management. Data were collected from 1 056 farm households, split into trained and untrained households in climate forecasting. Using two matching methods, the propensity score and inverse probability weighting models, the authors find that climate forecasting training increases the chances of improving agricultural yields by 20%, and improves agricultural risk management in 24% of cases. The impact, however, is heterogeneous and depends on how the knowledge acquired during the training is utilized, as well as on income quartiles.