The use of weather forecasts in the pricing of weather derivatives
Author:
Publisher
Wiley
Subject
Atmospheric Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1017/S1350482703001099/fullpdf
Reference20 articles.
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2. Denholm-Price , J. Mylne , K. 2002 Can an ensemble give anything more than gaussian probabilities? Nonlinear Processes in Geophysics
3. Diebold , F. Campbell , S. 2001 Weather forecasting for weather derivatives
4. Economic benefits of meteorological services;Freebairn;Meteorol. Appl.,2002
5. An introduction to long memory time series models and fractional differencing;Granger;J. Time Ser. Anal.,1980
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