Pages that link to "Item:Q5754789"

The following pages link to Weather Forecasting for Weather Derivatives (Q5754789):

Displaying 44 items.

• Interpolation of nonstationary high frequency spatial-temporal temperature data (Q386756) (← links)
• Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
• A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom (Q737996) (← links)
• Modelling spatio-temporal variability of temperature (Q740085) (← links)
• A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
• Putting a price tag on temperature (Q1616809) (← links)
• Stability and complexity analysis of temperature index model considering stochastic perturbation (Q1629181) (← links)
• Simultaneous confidence bands for expectile functions (Q1633261) (← links)
• Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (Q1658459) (← links)
• Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382) (← links)
• Climate risks and market efficiency (Q1739651) (← links)
• Modelling and forecasting wind speed intensity for weather risk management (Q1927127) (← links)
• Temperature modelling and pricing of temperature index insurance (Q2009473) (← links)
• Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
• Seasonal adjustment of daily time series (Q2046063) (← links)
• Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation (Q2192513) (← links)
• A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
• Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969) (← links)
• Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (Q2427817) (← links)
• Local scale invariance and robustness of proper scoring rules (Q2684694) (← links)
• Periodic measures and Wasserstein distance for analysing periodicity of time series datasets (Q2700235) (← links)
• Temperature models for pricing weather derivatives (Q2873022) (← links)
• CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS (Q2909512) (← links)
• Uncertainty and Robustness in Weather Derivative Models (Q2957043) (← links)
• Hedging of Spatial Temperature Risk with Market-Traded Futures (Q3004477) (← links)
• RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
• Valuing catastrophe bonds by Monte Carlo simulations (Q4449554) (← links)
• A joint model for temperature and natural gas with an application to the US market (Q4555118) (← links)
• A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324) (← links)
• SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
• An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
• Incorporating Climate Change Projections into Risk Measures of Index-Based Insurance (Q4987082) (← links)
• A Spatial-temporal Model for Temperature with Seasonal Variance (Q5123307) (← links)
• Interfacial instability of coupled-rotating inviscid fluids (Q5165738) (← links)
• The volatility of temperature and pricing of weather derivatives (Q5433101) (← links)
• A class of stochastic volatility models for environmental applications (Q5495683) (← links)
• Functional data analysis of generalized regression quantiles (Q5962733) (← links)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
• Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days (Q6139132) (← links)
• A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products (Q6549252) (← links)
• Improved short-term point and interval forecasts of the daily maximum tropospheric ozone levels via singular spectrum analysis (Q6625883) (← links)
• Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)