Hedging of Spatial Temperature Risk with Market-Traded Futures (Q3004477)

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Hedging of Spatial Temperature Risk with Market-Traded Futures
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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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