An extension of spatial dependence models for estimating short-term temperature portfolio risk

Robert Erhardt and David Engler

Year of publication:	2018
Authors:	Erhardt, Robert ; Engler, David
Published in:	North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 22.2018, 3, p. 473-490
Subject:	Portfolio-Management \| Portfolio selection \| Schätzung \| Estimation \| Risiko \| Risk \| Räumliche Interaktion \| Spatial interaction \| Wetter \| Weather \| Schätztheorie \| Estimation theory

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