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  • Search: subject:"HDD/CDD futures"
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Year of publication
Subject
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Backtesting 2 Forecasting 2 Futures markets 2 HDD/CDD futures 2 Heating/cooling degree days 2 Modelling 2 Temperature modelling 2 Temperatures 2 Weather 1 Weather derivatives 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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research-article 1
Language
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English 1 Undetermined 1
Author
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Göncü, Ahmet 2
Published in...
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Journal of Risk Finance 1 The Journal of Risk Finance 1
Source
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RePEc 1 Other ZBW resources 1
Showing 1 - 2 of 2
Cover Image
Comparison of temperature models using heating and cooling degree days futures
Göncü, Ahmet - In: The Journal of Risk Finance 14 (2013) 2, pp. 159-178
/cooling degree days (HDD/CDD) futures for New York, Atlanta, and Chicago. Design/methodology/approach – To verify the forecasting … first study to compare some of the popular temperature models in forecasting HDD/CDD futures. Furthermore, a new temperature …
Persistent link: https://www.econbiz.de/10014901634
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Cover Image
Comparison of temperature models using heating and cooling degree days futures
Göncü, Ahmet - In: Journal of Risk Finance 14 (2013) February, pp. 159-178
/cooling degree days (HDD/CDD) futures for New York, Atlanta, and Chicago. Design/methodology/approach – To verify the forecasting … first study to compare some of the popular temperature models in forecasting HDD/CDD futures. Furthermore, a new temperature …
Persistent link: https://www.econbiz.de/10010815074
Saved in:
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