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~person:"Ender, Manuela"
~person:"Ritter, Matthias"
~subject:"China"
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Search: subject:"weather derivatives"
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China
Weather derivatives
6
weather derivatives
5
Esscher transform
4
Wetter
4
Derivat
3
Derivative
3
Weather
3
CME
2
Hedging
2
Market price of risk
2
Precipitation
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agriculture
2
energy sector
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growth degree-day
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market price of risk
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precipitation
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risk management
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risk premia
2
seasonal variation
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temperature
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weather forecasts
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Agriculture
1
Börsenkurs
1
Finanzderivat
1
Landwirtschaft
1
Meteorologie
1
Optionspreistheorie
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Prognoseverfahren
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Risikomanagement
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Risikoprämie
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Risk management
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Risk premium
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Schätzung
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Simulation
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USA
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pricing
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simulation
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temperature modeling
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Ender, Manuela
Ritter, Matthias
Zong, Lu
2
Guo, Zheyu
1
Göncü, Ahmet
1
Li, Jiarui
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Zhu, Qing
1
Zuo, Renxian
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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Spatially-aggregated temperature derivatives : agricultural risk management in China
Zong, Lu
;
Ender, Manuela
- In:
International Journal of Financial Studies : open …
4
(
2016
)
3
,
pp. 1-17
reduce the model dimension of multi-regional temperature-based
weather
derivatives
pricing. Since the proposed contract …
Persistent link: https://www.econbiz.de/10011606599
Saved in:
2
Model comparison for temperature-based
weather
derivatives
in Mainland China
Zong, Lu
;
Ender, Manuela
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 68-86
Persistent link: https://www.econbiz.de/10010485814
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