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Wetter
market price of risk
46
Market price of risk
37
Risikoprämie
25
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24
Risk premium
24
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21
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price of risk
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risk premium
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Market Price of Risk
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weather derivatives
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Rohstoffderivat
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Price of Risk
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López Cabrera, Brenda
4
Groll, Andreas
2
Meyer-Brandis, Thilo
2
Benth, Fred Espen
1
Härdle, Wolfgang Karl
1
Odening, Martin
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Pircalabu, Anca
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Ritter, Matthias
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1
A consistent two-factor model for pricing temperature derivatives
Groll, Andreas
;
López Cabrera, Brenda
;
Meyer-Brandis, Thilo
-
2014
the model, before we derive explicit prices for temperature derivatives and calibrate the market
price
of
risk
(MPR) from …
Persistent link: https://www.econbiz.de/10010230563
Saved in:
2
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:
3
A consistent two-factor model for pricing temperature derivatives
Groll, Andreas
;
López Cabrera, Brenda
;
Meyer-Brandis, Thilo
- In:
Energy economics
55
(
2016
),
pp. 112-126
Persistent link: https://www.econbiz.de/10011663144
Saved in:
4
Implied market price of weather risk
Härdle, Wolfgang Karl
;
López Cabrera, Brenda
-
2009
hedge weather future/options in the market. We propose to study the market
price
of
risk
, not only as a piecewise constant …
Persistent link: https://www.econbiz.de/10010274151
Saved in:
5
Pricing rainfall futures at the CME
López Cabrera, Brenda
;
Odening, Martin
;
Ritter, Matthias
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4286-4298
Persistent link: https://www.econbiz.de/10010245538
Saved in:
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