A critical view on temperature modelling for application in weather derivatives markets
Jūratė Šaltytė Benth; Fred Espen Benth
| Year of publication: |
2012
|
|---|---|
| Authors: | Saltyte Benth, Jurate ; Benth, Fred Espen |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 2, p. 592-602
|
| Subject: | Temperature | Time series model | Weather derivatives | Seasonality | GARCH | Wetter | Weather | Derivat | Derivative | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Klimawandel | Climate change |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009618677