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isPartOf:"The journal of futures markets"
~isPartOf:"Applied mathematical finance"
~subject:"Optionspreistheorie"
~subject:"Wetter"
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Optionspreistheorie
Wetter
Weather
12
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10
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6
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4
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Benth, Fred Espen
4
Alaton, Peter
1
Alexandridis, A.
1
Barth, Andrea
1
Cao, Melanie
1
Chincarini, Ludwig Boris
1
Djehiche, Boualem
1
Fink, Jason
1
Fink, Kristin
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Huang, Hung-hsi
1
Härdle, Wolfgang
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Leobacher, Gunther
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Lin, Pei-syun
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López Cabrera, Brenda
1
Ngare, Philip
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Pircalabu, Anca
1
Potthoff, Jürgen
1
Shiu, Yung-ming
1
Stillberger, David
1
Wei, Jason
1
Zapranis, Achilleas
1
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1
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The journal of futures markets
Applied mathematical finance
NBER working paper series
56
Working paper / National Bureau of Economic Research, Inc.
49
Discussion paper series / IZA
41
NBER Working Paper
39
Energy economics
36
Working paper
34
Policy research working paper : WPS
32
American journal of agricultural economics
31
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
31
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
30
Agricultural finance review
27
CESifo working papers
24
World Bank Policy Research Working Paper
23
Agricultural economics : the journal of the International Association of Agricultural Economists
21
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
21
World Bank E-Library Archive
21
IZA Discussion Paper
17
SFB 649 discussion paper
17
GLO discussion paper
16
IFPRI discussion paper
15
International journal of forecasting
14
Tourism management : research, policies, practice
14
Economics of disasters and climate change
13
Applied economics
12
Discussion paper / Tinbergen Institute
12
Environment and development economics
12
Food policy : economics planning and politics of food and agriculture
12
IMF working papers
12
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
12
Journal of development economics
12
Climate change economics
11
Discussion papers / CEPR
11
Journal of economic behavior & organization : JEBO
11
Ruhr economic papers
11
SFB 649 Discussion Paper
11
The journal of development studies : JDS
11
International journal of production economics
10
CESifo Working Paper
9
Cambridge working papers in economics
9
Discussion paper
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1
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
2
Do seasonal tropical storm forecasts affect crack spread prices?
Fink, Jason
;
Fink, Kristin
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 420-433
Persistent link: https://www.econbiz.de/10010370883
Saved in:
3
The implied market price of weather risk
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10009561240
Saved in:
4
No chills or burns from temperature surprises : an empirical analysis of the weather derivatives market
Chincarini, Ludwig Boris
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10008908413
Saved in:
5
On modelling and pricing rainfall derivatives with seasonality
Leobacher, Gunther
;
Ngare, Philip
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 71-91
Persistent link: https://www.econbiz.de/10009154421
Saved in:
6
Hedging of spatial temperature risk with market-traded futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
7
HDD and CDD option pricing with market price of weather risk for Taiwan
Huang, Hung-hsi
;
Shiu, Yung-ming
;
Lin, Pei-syun
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 790-814
Persistent link: https://www.econbiz.de/10003746348
Saved in:
8
Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas
;
Alexandridis, A.
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
Saved in:
9
Stochastic modelling of temperature variations with a view towards weather derivatives
Benth, Fred Espen
;
Šaltyté-Benth, Jūraté
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10002727063
Saved in:
10
Weather derivatives valuation and market price of weather risk
Cao, Melanie
;
Wei, Jason
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1065-1089
Persistent link: https://www.econbiz.de/10002248675
Saved in:
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