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~isPartOf:"Applied mathematical finance"
~subject:"Wetter"
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Wetter
Derivat
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Benth, Fred Espen
4
Alaton, Peter
1
Alexandridis, A.
1
Barth, Andrea
1
Djehiche, Boualem
1
Leobacher, Gunther
1
Ngare, Philip
1
Pircalabu, Anca
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Potthoff, Jürgen
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Stillberger, David
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Zapranis, Achilleas
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Šaltyté-Benth, Jūraté
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Applied mathematical finance
Agricultural finance review
13
SFB 649 discussion paper
11
Energy economics
8
The journal of energy markets
5
Asia-Pacific financial markets
4
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of banking & finance
4
Journal of risk finance : the convergence of financial products and insurance
4
The journal of futures markets
4
Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
3
Applied economics
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Pacific-Basin finance journal
3
American journal of agricultural economics
2
Comparative economic research : Central and Eastern Europe
2
Computational economics
2
Derivatives & financial instruments
2
International Agricultural Risk, Finance and Insurance Conference (IARFIC) 2017 Paris meetings paper
2
International journal of financial engineering
2
International journal of forecasting
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of wine economics
2
Mudra : journal of finance and accounting
2
NBER working paper series
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
The European journal of finance
2
Working paper / National Bureau of Economic Research, Inc.
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
Advanced Series on Statistical Science and Applied Probability Ser.
1
Advanced series on statistical science & applied probability
1
Advanced series on statistical science and applied probability
1
Advances in risk management
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applied economics letters
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ECONIS (ZBW)
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1
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
2
On modelling and pricing rainfall derivatives with seasonality
Leobacher, Gunther
;
Ngare, Philip
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 71-91
Persistent link: https://www.econbiz.de/10009154421
Saved in:
3
Hedging of spatial temperature risk with market-traded
futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
4
Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas
;
Alexandridis, A.
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
Saved in:
5
Stochastic modelling of temperature variations with a view towards weather derivatives
Benth, Fred Espen
;
Šaltyté-Benth, Jūraté
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10002727063
Saved in:
6
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
7
On modelling and pricing weather derivatives
Alaton, Peter
;
Djehiche, Boualem
;
Stillberger, David
- In:
Applied mathematical finance
9
(
2002
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001685120
Saved in:
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