Kosater, Peter (contributor) - 2006
-city hedging with weather derivatives.
Weather derivatives are flnancial instruments which allow to hedge against volume
risks … diskutiert. Dies ist von Bedeutung f˜ur Cross- city hedging mit Wetter-
derivaten. Wetterderivate sind Finanzinstrumente, die es … . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
4
4 Cross-City Hedging with Weather Derivatives using Bivariate
GARCH Models with Dynamic Conditional Correlations 80 …