Localising temperature risk
Year of publication: |
2011-01
|
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Authors: | Härdle, Wolfgang Karl ; Cabrera, Brenda López ; Okhrin, Ostap ; Wang, Weining |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Weather derivatives | localising temperature residuals | seasonality | local model selection |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2011-001 31 pages |
Classification: | G19 - General Financial Markets. Other ; G29 - Financial Institutions and Services. Other ; G22 - Insurance; Insurance Companies ; N23 - Europe: Pre-1913 ; N53 - Europe: Pre-1913 ; Q59 - Environmental Economics. Other |
Source: |
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Härdle, Wolfgang Karl, (2010)
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A consistent two-factor model for pricing temperature derivatives
Groll, Andreas, (2014)
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Härdle, Wolfgang Karl, (2012)
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Härdle, Wolfgang, (2010)
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Benth, Fred, (2009)
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