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Weather derivatives
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weather derivatives
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46
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21
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Ender, Manuela
2
Zong, Lu
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Guo, Zheyu
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Göncü, Ahmet
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Li, Jiarui
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Zhu, Qing
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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International journal of services technology and management : IJSTM
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Journal of Risk Finance
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1
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:
2
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:
3
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:
4
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
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