Härdle, Wolfgang; Cabrera, Brenda López - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
used to price and hedge weather future/options in the market. We propose to study the market price of risk, not only as a … used to price and hedge weather future/options in the market. We propose
to study the market price of risk, not only as a … index, HDD index, market price of risk, risk premium, CME
JEL classi cation: G19, G29, N26, N56, Q29, Q54
Acknowledgements …