Works matching DE "WEATHER derivatives"

Results: 64

A Fair Pricing Approach to Weather Derivatives.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 23, doi. 10.1007/s10690-005-4252-9

By:

Platen, Eckhard;
West, Jason

Publication type:

Article

A Two-Factor Model for Low Interest Rate Regimes.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 107, doi. 10.1007/s10690-005-4251-x

By:

Miller, Shane;
Platen, Eckhard

Publication type:

Article

Weather Derivatives for the Middle Market.

Published in:

Financial Executive, 2007, v. 23, n. 6, p. 11

By:

Marshall, J.

Publication type:

Article

Modeling and forecasting cumulative average temperature and heating degree day indices for weather derivative pricing.

Published in:

Neural Computing & Applications, 2011, v. 20, n. 6, p. 787, doi. 10.1007/s00521-010-0494-1

By:

Zapranis, A.;
Alexandridis, A.

Publication type:

Article

Major Growth in Some Business-Related Uses of Climate Information.

Published in:

Journal of Applied Meteorology & Climatology, 2010, v. 49, n. 3, p. 325, doi. 10.1175/2009JAMC2234.1

By:

Changnon, David;
Changnon, Stanley A.

Publication type:

Article

Modelling spatio-temporal variability of temperature.

Published in:

Computational Statistics, 2015, v. 30, n. 3, p. 745, doi. 10.1007/s00180-015-0561-2

By:

Cao, Xiaofeng;
Okhrin, Ostap;
Odening, Martin;
Ritter, Matthias

Publication type:

Article

Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model.

Published in:

Computational Economics, 2014, v. 44, n. 1, p. 67, doi. 10.1007/s10614-013-9410-y

By:

Ritter, M.;
Mußhoff, O.;
Odening, M.

Publication type:

Article

Wind Derivatives: Modeling and Pricing.

Published in:

Computational Economics, 2013, v. 41, n. 3, p. 299, doi. 10.1007/s10614-012-9350-y

By:

Alexandridis, A.;
Zapranis, A.

Publication type:

Article

Effectiveness of Weather Derivatives as a Risk Management Tool in Food Retail: The Case of Croatia.

Published in:

International Journal of Financial Studies, 2017, v. 5, n. 1, p. 2, doi. 10.3390/ijfs5010002

By:

Štulec, Ivana

Publication type:

Article

HEDGING BY USING WEATHER DERIVATIVES IN WINTER SKI TOURISM.

Published in:

Economics of Agriculture / Ekonomika Poljoprivrede, 2018, v. 65, n. 1, p. 125, doi. 10.5937/ekoPolj1801125D

By:

Đorđević, Bojan S.

Publication type:

Article

ANALYSIS OF LEGAL AND ECONOMIC ASPECTS OF PRECIPITATION WEATHER DERIVATIVES FOR SERBIAN AGRICULTURAL SECTOR.

Published in:

Economics of Agriculture / Ekonomika Poljoprivrede, 2014, v. 61, n. 4, p. 1053, doi. 10.5937/ekopolj1404053v

By:

Veselinović, Janko;
Marković, Todor;
Đukić, Stanimir

Publication type:

Article

INDEKSY METEOROLOGICZNE A POGODOWE INSTRUMENTY POCHODNE.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2013, n. 311, p. 192

By:

Pawłowski, Jarosław

Publication type:

Article

CHARAKTERYSTYKA DERYWATÓW POGODOWYCH WRAZ Z OPISEM WYKORZYSTANIA INSTRUMENTU W POLSCE I NA ŚWIECIE.

Published in:

Economics / Ekonomia, 2013, v. 22, n. 1, p. 73

By:

Michalak, Dorota

Publication type:

Article

Weather derivatives pricing using regime switching model.

Published in:

Monte Carlo Methods & Applications, 2018, v. 24, n. 1, p. 13, doi. 10.1515/mcma-2018-0002

By:

Evarest, Emmanuel;
Berntsson, Fredrik;
Singull, Martin;
Yang, Xiangfeng

Publication type:

Article

Weather Forecasting for Weather Derivatives.

Published in:

Journal of the American Statistical Association, 2005, v. 100, n. 469, p. 6, doi. 10.1198/016214504000001051

By:

Campbell, Sean D.;
Diebold, Francis X.

Publication type:

Article

Weather derivative valuation.

Published in:: 2007
Publication type:: Book Review

Model Comparison for Temperature-Based Weather Derivatives in Mainland China.

Published in:

Emerging Markets Finance & Trade, 2014, v. 50, p. 68, doi. 10.2753/REE1540-496X5005S505

By:

Zong, Lu;
Ender, Manuela

Publication type:

Article

Ecological structure of plant communities on spring fens in the mountain taiga belt of the Southern Urals.

Published in:

Russian Journal of Ecology, 2016, v. 47, n. 5, p. 453, doi. 10.1134/S1067413616050040

By:

Ivchenko, T.;
Znamenskiy, S.

Publication type:

Article

Long-term dynamics and correlations of ecophysiological parameters in murine rodent communities.

Published in:

Russian Journal of Ecology, 2016, v. 47, n. 5, p. 460, doi. 10.1134/S1067413616040032

By:

Agulova, L.;
Moskvitina, N.;
Bol'shakova, N.;
Kravchenko, L.;
Ivanova, N.;
Romanenko, V.

Publication type:

Article

Temperature models for pricing weather derivatives.

Published in:

Quantitative Finance, 2012, v. 12, n. 3, p. 489, doi. 10.1080/14697681003777097

By:

Schiller, Frank;
Seidler, Gerold;
Wimmer, Maximilian

Publication type:

Article

A two-factor model for the electricity forward market.

Published in:

Quantitative Finance, 2009, v. 9, n. 3, p. 279, doi. 10.1080/14697680802126530

By:

Kiesel, Rüdiger;
Schindlmayr, Gero;
Börger, Reik H.

Publication type:

Article

The volatility of temperature and pricing of weather derivatives.

Published in:

Quantitative Finance, 2007, v. 7, n. 5, p. 553, doi. 10.1080/14697680601155334

By:

Benth, Fred ESPEN;
Benth, Jūratė šaltytė

Publication type:

Article

Indifference Pricing of Weather Derivatives.

Published in:

American Journal of Agricultural Economics, 2008, v. 90, n. 4, p. 979, doi. 10.1111/j.1467-8276.2008.01154.x

By:

Xu, Wei;
Odening, Martin;
Musshoff, Oliver

Publication type:

Article

Weather derivatives structuring and pricing: a sustainable agricultural approach in Africa.

Published in:

Applied Economics, 2016, v. 48, n. 2, p. 165, doi. 10.1080/00036846.2015.1076147

By:

Kermiche, L.;
Vuillermet, N.

Publication type:

Article

Estimating sensitivities of temperature-based weather derivatives.

Published in:

Applied Economics, 2015, v. 47, n. 19, p. 1942, doi. 10.1080/00036846.2014.1002888

By:

Yuan, Wei;
Göncü, Ahmet;
Ökten, Giray

Publication type:

Article

Modeling Temperature and Pricing Weather Derivatives Based on Temperature.

Published in:

Advances in Meteorology, 2017, p. 1, doi. 10.1155/2017/3913817

By:

Taştan, Birhan;
Hayfavi, Azize

Publication type:

Article

Weather Derivatives and Weather Risk Management.

Published in:

Risk Management & Insurance Review, 2005, v. 8, n. 1, p. 127, doi. 10.1111/j.1540-6296.2005.00052.x

By:

Brockett, Patrick L.;
Mulong Wang;
Chuanhou Yang

Publication type:

Article

Weather Derivatives and Water Management in Developing Countries: An Application for an Irrigation District in Central Mexico.

Published in:

Journal of Agricultural & Resource Economics, 2017, v. 42, n. 2, p. 146

By:

Juárez-Torres, Miriam;
Sánchez-Aragón, Leonardo;
Vedenov, Dmitry

Publication type:

Article

Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging.

Published in:

Journal of Agricultural & Resource Economics, 2008, v. 33, n. 1, p. 34

By:

Woodard, Joshua D.;
Garcia, Philip

Publication type:

Article

Efficiency of Weather Derivatives as Primary Crop Insurance Instruments.

Published in:

Journal of Agricultural & Resource Economics, 2004, v. 29, n. 3, p. 387

By:

Vedenov, Dmitry V.;
Barnett, Barry J.

Publication type:

Article

Meteorological Forecasts and the Pricing of Temperature Futures.

Published in:

Journal of Derivatives, 2011, v. 19, n. 2, p. 45, doi. 10.3905/jod.2011.19.2.045

By:

RITTER, MATTHIAS;
MUSSHOFF, OLIVER;
ODENING, MARTIN

Publication type:

Article

WEATHER DERIVATIVES: CONCEPT AND APPLICATION FOR THEIR USE IN SOUTH AFRICA.

Published in:

Agrekon, 2004, v. 43, n. 4, p. 444, doi. 10.1080/03031853.2004.9523660

By:

Geyser, J. M.

Publication type:

Article

Modeling and Forecasting Average Temperature for Weather Derivative Pricing.

Published in:

Advances in Meteorology, 2015, v. 2015, p. 1, doi. 10.1155/2015/837293

By:

Wang, Zhiliang;
Li, Peng;
Li, Lingyong;
Huang, Chunyan;
Liu, Min

Publication type:

Article

A Methodical Approach to Design and Valuation of Weather Derivatives in Agriculture.

Published in:

Advances in Meteorology, 2013, p. 1, doi. 10.1155/2013/146036

By:

Spicka, Jindrich;
Hnilica, Jiri

Publication type:

Article

Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium.

Published in:

Journal of the Iranian Statistical Society, 2018, v. 17, n. 2, p. 37, doi. 10.29252/jirss.17.2.4

By:

Pai, Jeffrey S.;
Ravishanker, Nalini

Publication type:

Article

Making Data Flow for the Climate Risk Market.

Published in:

Television & New Media, 2017, v. 18, n. 8, p. 753, doi. 10.1177/1527476416677114

By:

Bates, Jo;
Goodale, Paula

Publication type:

Article

Weather derivatives and hedging the weather risks.

Published in:

Agricultural Economics / Zemědělská Ekonomika, 2014, v. 60, n. 7, p. 309, doi. 10.17221/11/2014-agricecon

By:

TAUŠER, JOSEF;
ČAJKA, RADEK

Publication type:

Article

HAVA (İKLİM) TÜREVLERİ VE FİYATLAMA YAKLAŞIMLARI.

Published in:

Ataturk University Journal of Economics & Administrative Sciences, 2012, v. 26, n. 1, p. 1

By:

Bali, Selçuk

Publication type:

Article

WEATHER RISK MANAGEMENT IN ENERGY SECTOR.

Published in:

Annals of DAAAM & Proceedings, 2012, v. 23, n. 1, p. 0089

By:

STULEC, vana;
BAKOVIC, omislav;
HRUSKA, omagoj

Publication type:

Article

A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures.

Published in:

Applied Mathematical Finance, 2018, v. 25, n. 1, p. 36, doi. 10.1080/1350486X.2018.1438904

By:

Benth, Fred Espen;
Pircalabu, Anca

Publication type:

Article

The Implied Market Price of Weather Risk.

Published in:

Applied Mathematical Finance, 2012, v. 19, n. 1, p. 59, doi. 10.1080/1350486X.2011.591170

By:

Härdle, Wolfgang Karl;
Cabrera, Brenda López

Publication type:

Article

Modelling the Temperature Time-dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing.

Published in:

Applied Mathematical Finance, 2008, v. 15, n. 4, p. 355, doi. 10.1080/13504860802006065

By:

Zapranis, A.;
Alexandridis, A.

Publication type:

Article

A Market for Weather Risk? Conflicting Metrics, Attempts at Compromise, and Limits to Commensuration.

Published in:

2011

By:

Huault, Isabelle;
Rainelli-Weiss, Hélène

Publication type:

Case Study

Putting a Price on Temperature.

Published in:

Scandinavian Journal of Statistics, 2007, v. 34, n. 4, p. 746, doi. 10.1111/j.1467-9469.2007.00564.x

By:

BENTH, FRED ESPEN;
ŠALTYTĖ BENTH, JŪRAT;
KOEKEBAKKER, STEEN

Publication type:

Article

TEORIJE UTJECAJA VREMENSKIH PRILIKA NA POTROŠNJU I PRODAJU U TRGOVINI NA MALO.

Published in:

Market / Trziste, 2013, v. 25, n. 2, p. 199

By:

Štulec, Ivana

Publication type:

Article

VALORACIÓN DE DERIVADOS SOBRE EL CLIMA A PARTIR DE LA MODELIZACIÓN ESTOCÁSTICA DE LA TEMPERATURA EN EL AEROPUERTO ELDORADO DE BOGOTÁ.

Published in:: Cuadernos de Administración (01203592), 2010, v. 23, n. 41, p. 261
Publication type:: Article

From the Editor.

Published in:

Weatherwise, 2010, v. 63, n. 6, p. 4, doi. 10.1080/00431672.2010.519580

By:

Benner, Margaret

Publication type:

Article

Hedging Your Weather Bets: The Science of 'Weather Futures' Trading.

Published in:

Weatherwise, 2010, v. 63, n. 6, p. 38, doi. 10.1080/00431672.2010.519611

By:

Cerveny, Randy

Publication type:

Article

Weather Derivatives -- A Need for Indian Farmers?

Published in:

International Journal of Banking, Risk & Insurance, 2016, v. 4, n. 1, p. 19, doi. 10.21863/ijbri/2016.4.1.014

By:

Ray, Prantik

Publication type:

Article

The Possibility of Drought Risk Reduction in Corn Production.

Published in:

Field & Vegetable Crops Research / Ratarstvo i povrtarstvo, 2016, v. 53, n. 1, p. 9, doi. 10.5937/ratpov53-8345

By:

Pajić, Nemanja;
Marković, Todor

Publication type:

Article