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Weather Risk Swap Valuation

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  • Takeaki Kariya

    (Institute of Economic Research, Kyoto University)

Abstract

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Suggested Citation

  • Takeaki Kariya, 2003. "Weather Risk Swap Valuation," KIER Working Papers 568, Kyoto University, Institute of Economic Research.
    • Handle: RePEc:kyo:wpaper:568
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    Cited by:

    1. Yuji Yamada, 2008. "Optimal Hedging of Prediction Errors Using Prediction Errors," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 15(1), pages 67-95, March.
    2. Eckhard Platen & Jason West, 2004. "A Fair Pricing Approach to Weather Derivatives," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 23-53, March.

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