Hedging of Spatial Temperature Risk with Market-Traded Futures
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Markus Hess, 2016. "Modeling And Pricing Precipitation Derivatives Under Weather Forecasts," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-29, November.
- Gülpınar, Nalân & Çanakoḡlu, Ethem, 2017. "Robust portfolio selection problem under temperature uncertainty," European Journal of Operational Research, Elsevier, vol. 256(2), pages 500-523.
More about this item
KeywordsTemperature futures; Hedging; Spatio-temporal random fields; Heating and cooling degree-days; Stochastic simulation;
StatisticsAccess and download statistics
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