The volatility of temperature and pricing of weather derivatives (Q5433101): Difference between revisions
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| Property / cites work: On modelling and pricing weather derivatives / rank | |||
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| Property / cites work: THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS / rank | |||
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| Property / cites work: Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives / rank | |||
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| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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| Property / cites work: Weather Forecasting for Weather Derivatives / rank | |||
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Latest revision as of 13:29, 27 June 2024
scientific article; zbMATH DE number 5221744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The volatility of temperature and pricing of weather derivatives |
scientific article; zbMATH DE number 5221744 |
Statements
The volatility of temperature and pricing of weather derivatives (English)
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19 December 2007
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weather derivatives
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temperature dynamics
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stochastic processes
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mean-reversion
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seasonality
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heating degree-day futures
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options on temperature
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