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person:"McDermott, Grant R."
~person:"López Cabrera, Brenda"
~subject:"Weather"
~type_genre:"Article in journal"
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McDermott, Grant R.
López Cabrera, Brenda
Mußhoff, Oliver
17
Odening, Martin
13
Turvey, Calum Greig
12
Benth, Fred Espen
10
Bertrand, Jean-Louis
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A consistent two-factor model for pricing temperature derivatives
Groll, Andreas
;
López Cabrera, Brenda
;
Meyer-Brandis, Thilo
- In:
Energy economics
55
(
2016
),
pp. 112-126
Persistent link: https://www.econbiz.de/10011663144
Saved in:
2
State price densities implied from weather derivatives
Härdle, Wolfgang
;
López Cabrera, Brenda
;
Teng, Huei-Wen
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 106-125
Persistent link: https://www.econbiz.de/10011397955
Saved in:
3
Electricity prices, river temperatures, and cooling water scarcity
McDermott, Grant R.
;
Nilsen, Øivind Anti
- In:
Land economics : applied research on environmental resources
90
(
2014
)
1
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010252668
Saved in:
4
Pricing rainfall futures at the CME
López Cabrera, Brenda
;
Odening, Martin
;
Ritter, Matthias
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4286-4298
Persistent link: https://www.econbiz.de/10010245538
Saved in:
5
The implied market price of weather risk
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10009561240
Saved in:
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