A critical view on temperature modelling for application in weather derivatives markets
Year of publication: |
2012
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Authors: | Saltyte Benth, Jurate ; Benth, Fred Espen |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 2, p. 592-602
|
Subject: | Temperature | Time series model | Weather derivatives | Seasonality | GARCH | Wetter | Weather | Derivat | Derivative | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Saisonale Schwankungen | Seasonal variations | Hedging | Optionspreistheorie | Option pricing theory |
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