Article ID: b9bd6c6763c4d6df546197081a51eacf6882aee08f43c535fa4127058cc6567f
Source ID: primary:artemis.bm
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URL: https://www.artemis.bm/library/pricing-structuring-weather-risk/
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OTC Weather derivatives Focus – Swiss Derivatives Review 2013 Innovative agricultural finance and risk management: Strengthening food production and trade in the transition region Food and Agriculture Organization of the United Nations 2012 Which Method for Pricing Weather Derivatives? Hélène Hamisultane Jul 2008 The Price of Power: The valuation of power and weather derivatives Craig Pirrong, University of Houston Dec 2005 Hot or Cold? A comparison of different approaches to to the pricing of weather derivatives Teddy Oetomo & Max Stevenson A Calculus of Risk Scientific American, Gary Stix May 1998 Weather Derivatives – Pricing and Hedging Izzy Nelken, Super Computer Consulting Inc Jan 2000 Pricing Weather Derivatives DerivativesStrategy.com Mar 2000 Weather derivatives: Instruments and Pricing Issues Financial Engineering Associates Mar 2000 Equilibrium Valuation of Weather Derivatives Jason Wei, Faculty of Management – University of Toronto Oct 1999 Valuation of weather derivatives Weather Risk Advisory Jun 2001 Pricing weather derivatives by marginal value Quantitative Finance Dec 2000 On Modelling and Pricing Weather Derivatives Peter Alaton Benchmark Pricing of Weather Derivatives Jason West Dec 2002 Pricing the Weather RISK May 2000 The Price of Power: The Valuation of Power and Weather Derivatives University of Houston – Department of Finance Jun 2000 Model Risk in the Pricing of Weather Derivatives Olivier Roustant, Jean-Paul Laurent, Xavier Bay and Laurent Carraro Sep 2003 Fair Pricing of Weather Derivatives Eckhard Platen and Jason West Jul 2004 A Preliminary Assessment of the Utility of Seasonal Forecasts for the Pricing of U.S. Temperature Based Weather Derivatives Risk Management Solutions 2004 Weather Derivative Pricing and the Potential Accuracy of Daily Temperature Modelling Risk Management Solutions 2004 Weather Derivative Pricing and the Year Ahead Forecasting of Temperature Part 2: Theory Risk Management Solutions 2004 Weather Derivative Pricing and the Year Ahead Forecasting of Temperature Part 1: Empirical Results Risk Management Solutions 2004 Weather Derivative Pricing and the Distributions of Standard Weather Indices on US Temperatures Risk Management Solutions Apr 2004 Weather Derivative Pricing and the Spatial Variability of US Temperature Trends Risk Management Solutions Apr 2004 A Spatial Approach to Addressing Weather Derivative Basis Risk: A Drought Insurance Example Nick D. Paulson and Chad E. Hart Jul 2006 Pricing Summer Days Options by Good – Deal Bounds Takashi Kanamura and Kazuhiko Ohashi Nov 2007 Modeling and Pricing Rain Risk Oliver Mußhoff, Martin Odening and Wei Xu Jul 2006 Spatial Aggregation and Weather Risk Management Journal of Agricultural and Resource Economics Apr 2008 Optimal Design of Weather Bonds Wei Xu, Martin Odening and Oliver Mußhoff Jul 2008 Pricing of Asian temperature risk Fred Benth, Wolfgang Karl Härdle & Brenda López Cabrera 2009 The pricing of temperature futures at the Chicago Mercantile Exchange Journal of Banking & Finance Statistical Analysis of Asian Weather Derivatives Center for Applied Statistics and Economics Sep 2009 A stochastic daily mean temperature model for weather derivatives National Weather Center Research Experiences for Undergraduates Program View all of our Artemis Live video interviews and subscribe to our podcast. All of our Artemis Live insurance-linked securities (ILS), catastrophe bonds and reinsurance video content and video interviews can be accessed online. Our Artemis Live podcast can be subscribed to using the typical podcast services providers, including Apple, Google, Spotify and more.
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