Pages that link to "Item:Q634990"
From MaRDI portal
The following pages link to Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data (Q634990):
Displaying 11 items.
- Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Application of continuous stochastic processes in energy market models (Q1979681) (← links)
- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
- A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
- Seasonal time-series modeling and forecasting of monthly mean temperature for decision making in the Kurdistan region of Iraq (Q2321803) (← links)
- Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (Q2427817) (← 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)
- Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233) (← links)
