Pages that link to "Item:Q4584698"
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The following pages link to PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698):
Displaying 16 items.
- Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data (Q634990) (← links)
- Hedging of crop harvest with derivatives on temperature (Q1757616) (← links)
- A new approach to wind power futures pricing (Q2064645) (← links)
- Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas (Q2241102) (← links)
- Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
- Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market (Q2419791) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- Modeling and pricing precipitation derivatives under weather forecasts (Q2836217) (← links)
- Consistent factor models for temperature markets (Q2909512) (← 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 AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS (Q3553257) (← links)
- Dynamical pricing of weather derivatives (Q4646781) (← links)
- Explicit Representations for Utility Indifference Prices (Q5165000) (← links)
- Enlarged filtrations and indistinguishable processes (Q5206085) (← links)
- Pricing and hedging of temperature derivatives in a model with memory (Q6587514) (← links)