The Implied Market Price of Weather Risk (Q5363114)
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scientific article; zbMATH DE number 6786428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Implied Market Price of Weather Risk |
scientific article; zbMATH DE number 6786428 |
Statements
The Implied Market Price of Weather Risk (English)
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5 October 2017
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CAR process
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CME
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HDD
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seasonal volatitity
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risk premium
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