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1
Spatial-temporal modelling of temperature for pricing temperature index insurance
Che Mohd Imran Che Taib
;
Darus, Mukminah
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012308013
Saved in:
2
Pricing financial derivatives on
weather
sensitive assets
Filar, Jerzy A.
;
Kang, Boda
;
Korolkiewicz, Malgorzata
-
2008
Persistent link: https://www.econbiz.de/10003857122
Saved in:
3
Modelling and forecasting temperature based
weather
derivatives
Svec, J.
;
Stevenson, Maxwell John
- In:
Global finance journal
18
(
2007
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10003704497
Saved in:
4
Application of non-linear time series models to power risk management: a case study for Germany
Kosater, Peter
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003494301
Saved in:
5
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
Saved in:
6
Parametric heat wave insurance
Larsson, Karl
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014477784
Saved in:
7
Estimating sensitivities of temperature-based
weather
derivatives
Yuan, Wei
;
Göncu, Ahmet
;
Ökten, Giray
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
Saved in:
8
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
9
Weather
derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
Saved in:
10
Utility-based pricing of
weather
derivatives
Hamisultane, Hélène
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 503-525
Persistent link: https://www.econbiz.de/10008698568
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