Introduction to Weather Derivative Pricing-Reference-Cited by-同舟云学术

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Introduction to Weather Derivative Pricing

Published:2004 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Jewson Stephen

Publisher

Elsevier BV

Reference52 articles.

1. On modelling and pricing weather derivatives;P Alaton;Applied Mathematical Finance,2002

2. The pricing of commodity contracts;F Black;Journal of Financial Economics,1976

3. Weather data: cleaning and enhancement;A Boissonnade;Climate Risk and the Weather Market,2002

4. Dynamical pricing of weather derivatives;D Brody;Quantitative Finance,2002

5. Long memory in surface air temperature: Detection, modelling and application to weather derivative valuation;R Caballero;Climate Research,2002

Cited by 7 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. Pricing and Hedging of Weather and Freight Derivatives;Handbook of Research on Supply Chain Resiliency, Efficiency, and Visibility in the Post-Pandemic Era;2022-04-15

2. Miscellaneous Assets;151 Trading Strategies;2018

3. Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa;SSRN Electronic Journal;2012

4. Weather derivatives in the wine industry;International Journal of Wine Business Research;2010-08-24

5. Weather Derivatives in the Wine Industry;SSRN Electronic Journal;2008

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