Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-019-03442-5.pdf
Reference42 articles.
1. Alaton, P., Djehiche, B., & Stillberger, D. (2002). On modelling and pricing weather derivatives. Applied Mathematical Finance, 9(1), 1–20.
2. Alexandridis, A., & Zapranis, A. (2013a). Wind derivatives: Modeling and pricing. Computational Economics, 41(3), 299–326.
3. Alexandridis, A. K., & Zapranis, A. D. (2013b). Weather derivatives: Modeling and pricing weather-related risk. New York, NY: Springer.
4. Assaf, A. G., Josiassen, A., Woo, L., Agbola, F. W., & Tsionas, M. (2017). Destination characteristics that drive hotel performance: A state-of-the-art global analysis. Tourism Management, 60, 270–279.
5. Bank, M., & Wiesner, R. (2011). Determinants of weather derivatives usage in the Austrian winter tourism industry. Tourism Management, 32, 62–68.
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Minimizing the impact of geographical basis risk on weather derivatives;Annals of Operations Research;2023-07-14
2. Study on regional tourism performance evaluation based on the fuzzy analytic hierarchy process and radial basis function neural network;Annals of Operations Research;2023-04-12
3. Correction to: Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas;Annals of Operations Research;2019-11-28
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