A Spatial-temporal Model for Temperature with Seasonal Variance
From MaRDI portal
Publication:5123307
DOI10.1080/02664760701511398OpenAlexW2155760846MaRDI QIDQ5123307
Jūratė Šaltytė Benth, Fred Espen Benth, Paulius Jalinskas
Publication date: 28 September 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/10344
Related Items
Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model ⋮ Stochastic modeling for velocity of climate change ⋮ Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts ⋮ Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days ⋮ Analysis and modelling of wind speed in New York ⋮ Spatial–temporal model for wind speed in Lithuania ⋮ Spatial-temporal modelling of temperature for pricing temperature index insurance ⋮ An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk ⋮ Exploring the financial risk of a temperature index: a fractional integrated approach ⋮ Spatial composite likelihood inference using local C-vines
Cites Work
- Generalized autoregressive conditional heteroscedasticity
- An Approach to Statistical Spatial-Temporal Modeling of Meteorological Fields
- On modelling and pricing weather derivatives
- Dynamical pricing of weather derivatives
- Statistics for Spatial Data
- The volatility of temperature and pricing of weather derivatives
- Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
- Linear Discriminant Analysis of Multivariate Spatial-Temporal Regressions
- Weather Forecasting for Weather Derivatives
