Modelling and forecasting wind speed intensity for weather risk management

DOI10.1016/j.csda.2010.06.019zbMath1254.86023OpenAlexW2134892400MaRDI QIDQ1927127

Massimiliano Caporin, Juliusz Preś

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://economia.unipd.it/sites/economia.unipd.it/files/20100106.pdf

zbMATH Keywords

ARFIMAweather risk managementFIGARCHauto regressive gammagamma auto regressivewind speed modellingwind speed simulation

Mathematics Subject Classification ID

Economic time series analysis (91B84) Geostatistics (86A32)

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