. The weather derivative market is therefore incomplete. This paper implements a pricing methodology for weather derivatives … ; weather risk ; weather forecasting ; seasonality ; continuous autoregressive model ; stochastic variance ; CAT index ; CDD …Weather influences our daily lives and choices and has an enormous impact on cooperate revenues and earnings. Weather …

-linearity, and multiple seasonality or time-varying correlations. Our study indicates that the joint dual long-memory process can …

with a known frequency. Using this test, we show that deterministic seasonality is an accurate model for the DJIA index but …

increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this …

increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this …