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The Implied Market Price of Weather Risk - MaRDI portal

The Implied Market Price of Weather Risk (Q5363114)

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scientific article; zbMATH DE number 6786428
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English
The Implied Market Price of Weather Risk
scientific article; zbMATH DE number 6786428

    Statements

    title
    The Implied Market Price of Weather Risk (English)
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    publication date
    5 October 2017
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    zbMATH Keywords
    CAR process
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    CME
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    HDD
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    seasonal volatitity
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    risk premium
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    Identifiers

    zbMATH DE Number
    6786428
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    OpenAlex ID
    W2018146083
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