Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
Year of publication: |
2017
|
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Authors: | Härdle, Wolfgang K. |
Other Persons: | Osipenko, Maria (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Risikoprämie | Risk premium | Wetter | Weather | Elementarschadenversicherung | Natural disaster insurance | Optionspreistheorie | Option pricing theory | Westeuropa | Western Europe | Region | Hedging |
Extent: | 1 Online-Ressource (27 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2894252 [DOI] |
Classification: | C01 - Econometrics ; C31 - Cross-Sectional Models; Spatial Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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