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Hedging of Spatial Temperature Risk with Market-Traded Futures
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1006/jmva.1998.1800openalex-snapshot
Radial Positive Definite Functions Generated by Euclid's Hat
inferredcites →https://doi.org/10.1007/s10690-005-4252-9openalex-snapshot
A Fair Pricing Approach to Weather Derivatives
inferredcites →https://doi.org/10.1017/cbo9780511493348openalex-snapshot
Weather Derivative Valuation
inferredcites →https://doi.org/10.1017/cbo9780511666223openalex-snapshot
Stochastic Equations in Infinite Dimensions
inferredcites →https://doi.org/10.1017/cbo9781107295513openalex-snapshot
Stochastic Equations in Infinite Dimensions
inferredcites →https://doi.org/10.1080/02664760701511398openalex-snapshot
A Spatial-temporal Model for Temperature with Seasonal Variance
inferredcites →https://doi.org/10.1080/13504860210132897openalex-snapshot
On modelling and pricing weather derivatives
inferredcites →https://doi.org/10.1080/1350486042000271638openalex-snapshot
Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
inferredcites →https://doi.org/10.1080/13504860802006065openalex-snapshot
Modelling the Temperature Time‐dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing
inferredcites →https://doi.org/10.1080/14697680601155334openalex-snapshot
The volatility of temperature and pricing of weather derivatives
inferredcites →https://doi.org/10.1080/713665730openalex-snapshot
Pricing weather derivatives by marginal value
inferredcites →https://doi.org/10.1088/1469-7688/2/3/302openalex-snapshot
Dynamical pricing of weather derivatives
inferredcites →https://doi.org/10.1108/03074350510769695openalex-snapshot
Alternative approaches to weather derivatives pricing
inferredcites →https://doi.org/10.1111/(issn)1467-9469openalex-snapshot
Scandinavian Journal of Statistics
inferredcites →https://doi.org/10.1111/j.1467-9469.2007.00564.xopenalex-snapshot
Putting a Price on Temperature*
inferredcites →https://doi.org/10.1198/016214504000001051openalex-snapshot
Weather Forecasting for Weather Derivatives
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.2284047openalex-extracted
Pricing and Hedging Temperature Futures Derivatives under Weather Forecasts
inferred← citeshttps://doi.org/10.2139/ssrn.2669114openalex-extracted
Spatial Dependence & Aggregation in Weather Risk Hedging: A Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach
inferred← citeshttps://doi.org/10.2139/ssrn.2741089openalex-extracted
Modeling and Pricing Precipitation Derivatives Under Weather Forecasts
inferred← citeshttps://doi.org/10.2139/ssrn.4362636openalex-extracted
Modeling the Impact of Temperature Variations on Electricity Prices
inferred← citeshttps://doi.org/10.1002/asmb.2815openalex-snapshot
Hedging temperature risk with CDD and HDD temperature futures
inferred← citeshttps://doi.org/10.1007/s10690-018-9259-0openalex-snapshot
Spatial-Temporal Modelling of Temperature for Pricing Temperature Index Insurance
inferred← citeshttps://doi.org/10.1007/s41748-022-00298-xopenalex-snapshot
Hedging the Effect of Climate Change on Crop Yields by Pricing Weather Index Insurance Based on Temperature
inferred← citeshttps://doi.org/10.1016/j.ejor.2016.05.046openalex-snapshot
Robust portfolio selection problem under temperature uncertainty
inferred← citeshttps://doi.org/10.1016/j.rdf.2012.01.004openalex-snapshot
Pricing of temperature index insurance
inferred← citeshttps://doi.org/10.1017/asb.2018.6openalex-snapshot
SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH
inferred← citeshttps://doi.org/10.1080/02664760701511398openalex-snapshot
A Spatial-temporal Model for Temperature with Seasonal Variance
inferred← citeshttps://doi.org/10.1080/02664763.2010.491857openalex-snapshot
Spatial–temporal model for wind speed in Lithuania
inferred← citeshttps://doi.org/10.1080/13504860802006065openalex-snapshot
Modelling the Temperature Time‐dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing
inferred← citeshttps://doi.org/10.1080/14697680601155334openalex-snapshot
The volatility of temperature and pricing of weather derivatives
inferred← citeshttps://doi.org/10.1142/s0219024916500515openalex-snapshot
MODELING AND PRICING PRECIPITATION DERIVATIVES UNDER WEATHER FORECASTS
inferred← citeshttps://doi.org/10.1142/s0219024918500310openalex-snapshot
PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS
inferred← citeshttps://doi.org/10.1142/s0219024923500310openalex-snapshot
PRICING AND HEDGING OF TEMPERATURE DERIVATIVES IN A MODEL WITH MEMORY
inferred← citeshttps://doi.org/10.5547/01956574.33.2.7openalex-snapshot
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
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