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~subject:"Forecasting model"
~subject:"Seasonal variations"
~subject:"United States"
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Search: subject_exact:"Niederschlagsderivat"
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Forecasting model
Seasonal variations
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Weather derivative
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Göncü, Ahmet
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Journal of risk finance : the convergence of financial products and insurance
2
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The journal of futures markets
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ECONIS (ZBW)
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Comparison of stochastic and spline models for temperature-based derivatives in China
Zong, Lu
;
Ender, Manuela
- In:
Pacific economic review
23
(
2018
)
4
,
pp. 547-589
Persistent link: https://www.econbiz.de/10012165836
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2
Pricing energy, weather and emission derivatives under future information
Hess, Markus
-
2013
Persistent link: https://www.econbiz.de/10010254908
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3
Comparison of temperature models using heating and cooling degree days future
Göncü, Ahmet
- In:
Journal of risk finance : the convergence of financial …
14
(
2013
)
2
,
pp. 159-178
Persistent link: https://www.econbiz.de/10009723907
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4
Risk management and firm value : evidence from weather derivatives
Pérez-González, Francisco
;
Yun, Hayong
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 2143-2176
Persistent link: https://www.econbiz.de/10010204667
Saved in:
5
Pricing temperature-based weather derivatives in China
Göncü, Ahmet
- In:
Journal of risk finance : the convergence of financial …
13
(
2012
)
1
,
pp. 32-44
Persistent link: https://www.econbiz.de/10009488913
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6
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:
7
Pricing temperature-based weather contracts : an application to China
Goncu, Ahmet
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1349-1354
Persistent link: https://www.econbiz.de/10009348027
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