estimation of a GARCH (1,1) model for stock returns shows that their conditional volatility is characterised by lower persistence …

variation in daylight and local weather. We find some evidence that environmental mood variables (local weather, length of day …

Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on … nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as … each location) that allows the incorporation of meteorological forecasts in the framework of WD pricing. We study weather …

This study examines the impact of Weather factors on return and volatility of the Indian stock market. The study uses …

We hypothesize that weather's emotional effects depend on climate and season, and examine the relation between weather … month. We find strong effects of all five weather variables in 49 countries from 1973 to 2012, and all but the sunshine … effect vary across temperature regions and seasons. The systematic patterns of weather effects across climates and seasons …