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1
Dynamic pricing of wind futures
Benth, Fred Espen
;
Saltyte Benth, Jurate
- In:
Energy economics
31
(
2009
)
1
,
pp. 16-24
Persistent link: https://www.econbiz.de/10003803647
Saved in:
2
Risikomanagement mit Wetterderivaten : Konzeption eines Bepreisungsmodells für Windderivate zur Bewertung und Absicherung wetterinduzierter Geschäftsrisiken in Windparks
Ehrhardt, Stefan
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10008664389
Saved in:
3
Optimal
hedging
using both regular and
weather
derivatives
Castillo, Augusto
;
Águila B., Rafael
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011807753
Saved in:
4
Weather
derivatives for managing
weather
and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
5
Theoretical framework to introduce rainfall index-based futures contracts in India
Dileep N.
;
Kotreshwar G.
- In:
Theoretical and applied economics : GAER review
30
(
2023
)
2/635
,
pp. 183-198
Persistent link: https://www.econbiz.de/10014485214
Saved in:
6
An equilibrium pricing model for wind power futures
Gersema, Gerke
;
Wozabal, David
- In:
Energy economics
65
(
2017
),
pp. 64-74
Persistent link: https://www.econbiz.de/10011803887
Saved in:
7
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
8
Multivariate continuous-time modeling of wind indexes and
hedging
of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
9
Hedging
crop yield with exchange-traded
weather
derivatives
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Pai, Jeffrey
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 172-186
Persistent link: https://www.econbiz.de/10011696358
Saved in:
10
Spatial dependence and aggregation in
weather
risk
hedging
: a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
;
Wang, Chou-Wen
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
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