Weather Forecasting for Weather Derivatives
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- Climate risks and market efficiency
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- Temperature modelling and pricing of temperature index insurance
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach
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- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
- Exploring the financial risk of a temperature index: a fractional integrated approach
- Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
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- Global warming, extreme weather events, and forecasting tropical cyclones: a market-based forward-looking approach
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- Hedging of Spatial Temperature Risk with Market-Traded Futures
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- Interpolation of nonstationary high frequency spatial-temporal temperature data
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- A joint model for temperature and natural gas with an application to the US market
- A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
- Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach
- Forecasting temperature indices density with time-varying long-memory models
- An extension of spatial dependence models for estimating short-term temperature portfolio risk
- Adjusting supply chain forecasts for short-term temperature estimates: a case study in a Brewing company
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- A spatial-temporal model for temperature with seasonal variance
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- The volatility of temperature and pricing of weather derivatives
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- Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days
- Weather derivatives and stochastic modelling of temperature
- A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products
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- Risk Valuation of Quanto Derivatives on Temperature and Electricity
- Temperature in the iberian peninsula: common trends and heterogeneity
- Ornstein–Uhlenbeck processes in Hilbert space and autoregressive moving-average time series
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- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- Modelling spatio-temporal variability of temperature
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