On the public citation graph
A Fair Pricing Approach to Weather Derivatives
0 signed · 78 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/j.1538-7305.1956.tb03809.xopenalex-snapshot
A New Interpretation of Information Rate
inferredcites →https://doi.org/10.1007/978-3-540-31299-4_9openalex-snapshot
A General Version of the Fundamental Theorem of Asset Pricing (1994)
inferredcites →https://doi.org/10.1007/978-3-662-02619-9openalex-snapshot
Stochastic Integration and Differential Equations : A New Approach
inferredcites →https://doi.org/10.1007/978-3-662-10061-5openalex-snapshot
Stochastic Integration and Differential Equations
inferredcites →https://doi.org/10.1007/bf01450498openalex-snapshot
A general version of the fundamental theorem of asset pricing
inferredcites →https://doi.org/10.1007/bf02744454openalex-snapshot
Hedging gas bills with weather derivatives
inferredcites →https://doi.org/10.1007/pl00013535openalex-snapshot
The numeraire portfolio for unbounded semimartingales
inferredcites →https://doi.org/10.1007/s001860050095openalex-snapshot
On value preserving and growth optimal portfolios
inferredcites →https://doi.org/10.1017/s0001867800011757openalex-snapshot
Arbitrage in continuous complete markets
inferredcites →https://doi.org/10.1017/s0515036100013416openalex-snapshot
A Discrete Time Benchmark Approach for Insurance and Finance
inferredcites →https://doi.org/10.1073/pnas.68.10.2493openalex-snapshot
The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
inferredcites →https://doi.org/10.1080/00014788.1999.9729576openalex-snapshot
The economics ofAccounting for Growth
inferredcites →https://doi.org/10.1080/135184797337381openalex-snapshot
The numeraire portfolio: a new perspective on financial theory
inferredcites →https://doi.org/10.1086/260062openalex-snapshot
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1090/conm/351/06410openalex-snapshot
Pricing and hedging for incomplete jump diffusion benchmark models
inferredcites →https://doi.org/10.1108/03074351111167901/full/html?utm_source=repec&utm_medium=feed&utm_campaign=repecopenalex-snapshot
Weather Risk Swap Valuation
inferredcites →https://doi.org/10.1111/1467-9965.00122openalex-snapshot
A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
inferredcites →https://doi.org/10.1111/j.1467-9965.1992.tb00027.xopenalex-snapshot
Option Pricing Under Incompleteness and Stochastic Volatility
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb01488.xopenalex-snapshot
LONG‐TERM GROWTH IN A SHORT‐TERM MARKET
inferredcites →https://doi.org/10.1142/9789812701022_0008openalex-snapshot
Theory of rational option pricing
inferredcites →https://doi.org/10.1142/9789812702852_0015openalex-snapshot
A Benchmark Framework for Risk Management
inferredcites →https://doi.org/10.1142/9789814759588_0002openalex-snapshot
Theory of Rational Option Pricing
inferredcites →https://doi.org/10.1142/s0219024904002499openalex-snapshot
MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX
inferredcites →https://doi.org/10.1198/016214504000001051openalex-snapshot
Weather Forecasting for Weather Derivatives
inferredcites →https://doi.org/10.1214/aoap/1050689603openalex-snapshot
A complete explicit solution to the log-optimal portfolio problem
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1103882openalex-extracted
Stress Test and Consistent Aggregation of Market, Credit and Transfer Risk by Geometric Arbitrage Theory
inferred← citeshttps://doi.org/10.2139/ssrn.1115860openalex-extracted
Geometric Arbitrage Theory and Calibration of a Generator of Consistent Economic Scenarios
inferred← citeshttps://doi.org/10.2139/ssrn.1517293openalex-extracted
Modeling the Dynamics of Temperature with a View to Weather Derivatives
inferred← citeshttps://doi.org/10.2139/ssrn.2894247openalex-extracted
Pricing of Asian Temperature Risk
inferred← citeshttps://doi.org/10.2139/ssrn.2894296openalex-extracted
Implied Market Price of Weather Risk
inferred← citeshttps://doi.org/10.2139/ssrn.922099openalex-extracted
Utility-Based Pricing of the Weather Derivatives
inferred← citeshttps://doi.org/10.1007/978-1-4614-6071-8_4openalex-snapshot
Pricing Approaches of Temperature Derivatives
inferred← citeshttps://doi.org/10.1007/978-1-4614-6071-8_6openalex-snapshot
Pricing Temperature Derivatives
inferred← citeshttps://doi.org/10.1007/978-3-319-33507-0_17openalex-snapshot
Uncertainty and Robustness in Weather Derivative Models
inferred← citeshttps://doi.org/10.1007/978-3-642-18062-0_5openalex-snapshot
Pricing of Asian temperature risk
inferred← citeshttps://doi.org/10.1007/978-3-642-41080-2_3openalex-snapshot
Risk Management Tools for Wind Power Trades: Weather Derivatives on Forecast Errors
inferred← citeshttps://doi.org/10.1007/s10640-024-00909-3openalex-snapshot
Right and Duty: Investment Risk Under Different Renewable Energy Support Policies
inferred← citeshttps://doi.org/10.1007/s10690-008-9069-xopenalex-snapshot
Optimal Hedging of Prediction Errors Using Prediction Errors
inferred← citeshttps://doi.org/10.1007/s12667-009-0004-7openalex-snapshot
A multi-period equilibrium pricing model of weather derivatives
inferred← citeshttps://doi.org/10.1016/j.apenergy.2021.117827openalex-snapshot
Pricing analysis of wind power derivatives for renewable energy risk management
inferred← citeshttps://doi.org/10.1016/j.eneco.2009.01.017openalex-snapshot
An equilibrium pricing model for weather derivatives in a multi-commodity setting
inferred← citeshttps://doi.org/10.1016/j.eneco.2021.105101openalex-snapshot
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
inferred← citeshttps://doi.org/10.1016/j.gfj.2006.04.006openalex-snapshot
Modelling and forecasting temperature based weather derivatives
inferred← citeshttps://doi.org/10.1016/j.tourman.2009.07.012openalex-snapshot
An analysis of snow options for ski resort establishments
inferred← citeshttps://doi.org/10.1080/00036846.2014.1002888openalex-snapshot
Estimating sensitivities of temperature-based weather derivatives
inferred← citeshttps://doi.org/10.1080/00036846.2015.1076147openalex-snapshot
Weather derivatives structuring and pricing: a sustainable agricultural approach in Africa
inferred← citeshttps://doi.org/10.1080/08276331.2010.10593503openalex-snapshot
The Use of Weather Derivatives by Small- and Medium-Sized Enterprises: Reasons and Obstacles
inferred← citeshttps://doi.org/10.1080/10920277.2009.10597556openalex-snapshot
Pricing Weather Derivatives Using the Indifference Pricing Approach
inferred← citeshttps://doi.org/10.1080/13504861003722385openalex-snapshot
Hedging of Spatial Temperature Risk with Market-Traded Futures
inferred← citeshttps://doi.org/10.1080/1350486x.2011.591170openalex-snapshot
The Implied Market Price of Weather Risk
inferred← citeshttps://doi.org/10.1080/1350486x.2018.1438904openalex-snapshot
A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures
inferred← citeshttps://doi.org/10.1080/1351847x.2019.1602068openalex-snapshot
Pricing temperature derivatives with a filtered historical simulation approach
inferred← citeshttps://doi.org/10.1108/15265941311301198openalex-snapshot
Comparison of temperature models using heating and cooling degree days futures
inferred← citeshttps://doi.org/10.1108/17511061011075365openalex-snapshot
Weather derivatives in the wine industry
inferred← citeshttps://doi.org/10.1109/acc.2006.1656390openalex-snapshot
Controlling business risks using weather derivatives
inferred← citeshttps://doi.org/10.1109/acc.2008.4586515openalex-snapshot
Simultaneous optimization for wind derivatives based on prediction errors
inferred← citeshttps://doi.org/10.1109/ptc.2009.5282076openalex-snapshot
Equilibrium pricing of weather derivatives in a multi-period trading environment
inferred← citeshttps://doi.org/10.1111/j.1467-9469.2007.00564.xopenalex-snapshot
Putting a Price on Temperature*
inferred← citeshttps://doi.org/10.11144/javeriana.cao23-41.vdscopenalex-snapshot
Valoración de derivados sobre el clima a partir de la modelización estocástica de la temperatura en el Aeropuerto Eldorado de Bogotá
inferred← citeshttps://doi.org/10.1142/9781848168145_0001openalex-snapshot
On the History of the Growth-Optimal Portfolio
inferred← citeshttps://doi.org/10.1142/p818openalex-snapshot
Machine Learning for Financial Engineering
inferred← citeshttps://doi.org/10.1142/s0219024912500276openalex-snapshot
CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS
inferred← citeshttps://doi.org/10.1155/2011/576791openalex-snapshot
Weather Derivatives and Stochastic Modelling of Temperature
inferred← citeshttps://doi.org/10.11575/prism/28679openalex-snapshot
Weather Derivatives: Modelling, Pricing and Applications
inferred← citeshttps://doi.org/10.12949/realopn.1.47openalex-snapshot
Pricing Temperature Option by Marginal Utility and Risk Sensibility Analysis
inferred← citeshttps://doi.org/10.21314/jem.2015.132openalex-snapshot
Applications of weather derivatives in the energy market
inferred← citeshttps://doi.org/10.22201/fca.24488410e.2021.2722openalex-snapshot
Valuación de opciones sobre índices de la temperatura de la Ciudad de México
inferred← citeshttps://doi.org/10.29252/jirss.17.2.4openalex-snapshot
Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium
inferred← citeshttps://doi.org/10.3390/en14113351openalex-snapshot
Customized yet Standardized Temperature Derivatives: A Non-Parametric Approach with Suitable Basis Selection for Ensuring Robustness
inferred← citeshttps://doi.org/10.3390/en14217311openalex-snapshot
Going for Derivatives or Forwards? Minimizing Cashflow Fluctuations of Electricity Transactions on Power Markets
inferred← citeshttps://doi.org/10.3390/su16177372openalex-snapshot
Enhancing Sustainability through Weather Derivative Option Contracts: A Risk Management Tool in Greek Agriculture
inferred← citeshttps://doi.org/10.3905/jai.2020.1.099openalex-snapshot
Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.