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Weather Derivative Pricing and the Spatial Variability of Us Temperature Trends
Jewson, Stephen
-
2004
We show maps of trends in US maximum, minimum and average temperatures for winter, summer and the whole year. We investigate relations between these trends and discuss the degree of spatial coherence of the patterns observed
Persistent link: https://www.econbiz.de/10012738320
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Weather Derivative Pricing and the Year Ahead Forecasting of Temperature Part 1 : Empirical Results
Jewson, Stephen
-
2004
We consider the question of how many years of data and what trends to use to make the year ahead temperature forecasts that are needed in weather derivative pricing. We address this question with a backtesting study using 50 years of historical temperature data for 200 US locations
Persistent link: https://www.econbiz.de/10012738326
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Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations
Jewson, Stephen
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Brix, Anders
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2005
Persistent link: https://www.econbiz.de/10002151546
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