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~subject:"China"
~subject:"Time series analysis"
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Search: subject:"weather derivatives"
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China
Time series analysis
Weather derivatives
51
weather derivatives
49
Derivat
46
Derivative
46
Weather
45
Wetter
45
Hedging
21
Risk management
21
Option pricing theory
20
Optionspreistheorie
20
Risikomanagement
16
Risk and Uncertainty
14
Elementarschadenversicherung
13
Natural disaster insurance
13
hedging
10
Agriculture
9
Agrarversicherung
7
Agricultural insurance
7
Theorie
7
Theory
7
Climate change
6
Financial Economics
6
Landwirtschaft
6
Risiko
6
Risk
6
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6
Stochastischer Prozess
6
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5
Monte Carlo simulation
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crop insurance
5
risk management
5
Forecasting model
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4
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4
Prognoseverfahren
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Temperature
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English
7
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Ender, Manuela
2
Zong, Lu
2
Benth, Fred Espen
1
Castellano, Rosella
1
Cerqueti, Roy
1
Cui, Kaijie
1
Guo, Zheyu
1
Göncü, Ahmet
1
Larsson, Karl
1
Li, Jiarui
1
Rotundo, Giulia
1
Saltyte Benth, Jurate
1
Sviščuk, Anatolij
1
Zhu, Qing
1
Zuo, Renxian
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Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
International Journal of Financial Studies : open access journal
1
International journal of services technology and management : IJSTM
1
Journal of Risk Finance
1
Journal of commodity markets
1
Journal of mathematical finance
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ECONIS (ZBW)
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1
Parametric heat wave insurance
Larsson, Karl
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014477784
Saved in:
2
New weather indices for China : based on DCC-GARCH and GRU models
Zhu, Qing
;
Li, Jiarui
;
Zuo, Renxian
;
Guo, Zheyu
- In:
International journal of services technology and …
27
(
2021
)
3
,
pp. 163-188
Persistent link: https://www.econbiz.de/10012594207
Saved in:
3
Exploring the financial risk of a temperature index : a fractional integrated approach
Castellano, Rosella
;
Cerqueti, Roy
;
Rotundo, Giulia
-
2020
Persistent link: https://www.econbiz.de/10012165561
Saved in:
4
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:
5
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
Saved in:
6
Weather
derivatives
with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
Saved in:
7
A critical view on temperature modelling for application in
weather
derivatives
markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
8
Pricing temperature-based
weather
derivatives
in China
Göncü, Ahmet
- In:
Journal of Risk Finance
13
(
2011
)
January
,
pp. 32-44
, Shanghai and Shenzhen, in order to price temperature-based
weather
derivatives
; also to derive analytical approximation …
Persistent link: https://www.econbiz.de/10009415548
Saved in:
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