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seasonality
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Cabrera, Brenda López
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Härdle, Wolfgang
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Implied market price of weather risk
Härdle, Wolfgang Karl
;
López Cabrera, Brenda
-
2009
Weather influences our daily lives and choices and has an enormous impact on cooperate revenues and earnings. Weather derivatives differ from most derivatives in that the underlying weather cannot be traded and their market is relatively illiquid. The weather derivative market is therefore...
Persistent link: https://www.econbiz.de/10010274151
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Implied Market Price of Weather Risk
Härdle, Wolfgang
;
Cabrera, Brenda López
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2009
derivatives, weather risk, weather forecasting, seasonality, continuous autoregressive model,
stochastic
variance
, CAT index, CDD …
Persistent link: https://www.econbiz.de/10005677972
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