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Weather Derivative Pricing and the Spatial Variability of Us Temperature Trends
Jewson, Stephen - 2004
We show maps of trends in US maximum, minimum and average temperatures for winter, summer and the whole year. We investigate relations between these trends and discuss the degree of spatial coherence of the patterns observed
Persistent link: https://www.econbiz.de/10012738320
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Weather Derivative Pricing and the Year Ahead Forecasting of Temperature Part 1 : Empirical Results
Jewson, Stephen - 2004
We consider the question of how many years of data and what trends to use to make the year ahead temperature forecasts that are needed in weather derivative pricing. We address this question with a backtesting study using 50 years of historical temperature data for 200 US locations
Persistent link: https://www.econbiz.de/10012738326
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Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations
Jewson, Stephen; Brix, Anders - 2005
Persistent link: https://www.econbiz.de/10004832423
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Corrigendum: Spatiotemporal prediction for log-Gaussian Cox processes
Brix, Anders; Diggle, Peter J. - In: Journal of the Royal Statistical Society Series B 65 (2003) 4, pp. 946-946
Persistent link: https://www.econbiz.de/10005294622
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Geostatistical Simulation
Brix, Anders - In: The statistician : journal of the Institute of Statisticians 52 (2003) 4, pp. 699
Persistent link: https://www.econbiz.de/10005930697
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Space-time Multi Type Log Gaussian Cox Processes with a View to Modelling Weeds
Brix, Anders - In: Scandinavian Journal of Statistics 28 (2001) 3, pp. 471-488
Persistent link: https://www.econbiz.de/10005285203
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Bayesian Data Analysis, 2nd edn
Brix, Anders - In: Journal of the Royal Statistical Society Series A 168 (2005) 1, pp. 251-252
Persistent link: https://www.econbiz.de/10005186958
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Testing Local Independence between Two Point Processes
Allard, Denis; Brix, Anders; Chadoeuf, Joël - In: Biometrics 57 (2001) 2, pp. 508-517
Persistent link: https://www.econbiz.de/10011036005
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Spatiotemporal prediction for log-Gaussian Cox processes
Brix, Anders; Diggle, Peter J. - In: Journal of the Royal Statistical Society Series B 63 (2001) 4, pp. 823-841
Persistent link: https://www.econbiz.de/10005658898
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The modeling of weather derivative portfolio risk
Jewson, Stephen - In: Advances in risk management, (pp. 156-169). 2007
Persistent link: https://www.econbiz.de/10003401599