Pages that link to "Item:Q2873022"
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The following pages link to Temperature models for pricing weather derivatives (Q2873022):
Displaying 18 items.
- Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data (Q634990) (← links)
- Modelling spatio-temporal variability of temperature (Q740085) (← links)
- Stability and complexity analysis of temperature index model considering stochastic perturbation (Q1629181) (← links)
- Spatial-temporal modelling of temperature for pricing temperature index insurance (Q1732975) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Robust portfolio selection problem under temperature uncertainty (Q1752220) (← 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)
- Risk management of renewable power producers from co-dependencies in cash flows (Q2294648) (← links)
- A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
- Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market (Q2419791) (← links)
- Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (Q2427817) (← links)
- Uncertainty and Robustness in Weather Derivative Models (Q2957043) (← links)
- Hedging of Spatial Temperature Risk with Market-Traded Futures (Q3004477) (← links)
- Pricing portfolios of contracts on cumulative temperature with risk premium determination (Q3119631) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- Hedging housing price risks: some empirical evidence from the US (Q4957257) (← links)
- Pricing and hedging of temperature derivatives in a model with memory (Q6587514) (← links)
