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Essays on multivariate dependence modeling : with applications to electricity demand and weather

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On the temperature derivative market, modeling temperature volatility is an important issue for pricing and hedging. In … accurate fitting procedure of localised temperature risk process by achieving excellent normal risk factors. -- Weather …

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Weather risk swap valuation

Kariya, Takeaki - In: Managerial finance 37 (2011) 11, pp. 995-1010

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Indifference pricing of weather derivatives

Xu, Wei; Odening, Martin; Mußhoff, Oliver - In: American journal of agricultural economics 90 (2008) 4, pp. 979-993

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Portfolio effects and valuation of weather derivatives

Brockett, Patrick L.; Wang, Mulong; Yang, Chuanhou; … - In: The financial review : the official publication of the … 41 (2006) 1, pp. 55-76

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Forecasting weather variable densities for weather derivatives and electricity prices

Taylor, James W. - In: Modelling prices in competitive electricity markets, (pp. [307]-330). 2004

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Wetterrisikomanagement mit Wetterderivaten

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Management wetterinduzierter Risiken in der Energiewirtschaft

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The modeling of weather derivative portfolio risk

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On modelling and pricing weather derivatives

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