Hedging of Spatial Temperature Risk with Market-Traded Futures (Q3004477)
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scientific article; zbMATH DE number 5903440
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging of Spatial Temperature Risk with Market-Traded Futures |
scientific article; zbMATH DE number 5903440 |
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Hedging of Spatial Temperature Risk with Market-Traded Futures (English)
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3 June 2011
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temperature futures
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hedging
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spatio-temporal random fields
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heating and cooling degree-days
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stochastic simulation
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0.8660185
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0.8597976
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0.8572196
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0.8444797
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0.8371891
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0.8322994
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0.8222494
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0.8215444
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