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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~institution:"Deutsche Bundesbank"
~institution:"HAL"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Hamisultane, Hélène"
~subject:"Value-at-Risk"
~subject:"Value-at-risk"
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Hamisultane, Hélène
Mierzejewski, Fernando
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Deutsche Bundesbank
HAL
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sunshine-Factor Model with Treshold GARCH for Predicting Temperature of Weather Contracts
Hamisultane, Hélène
-
HAL
-
2008
meteorological index and allowing companies to
hedge
against climate risk. These contracts present the particularity of providing …
Persistent link: https://www.econbiz.de/10008794220
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