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~institution:"National Centre for Econometric Research (NCER)"
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Cooling Degree Days
2
Weather Derivatives
2
Distribution for Correlated Variables
1
Maximum Likelihood Estimation
1
Temperature
1
Temperature Models
1
Time-series Models
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Clements, Adam
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Hurn, A S
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Lindsay, K A
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National Centre for Econometric Research (NCER)
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
European Association of Agricultural Economists - EAAE
7
HAL
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Agricultural and Applied Economics Association - AAEA
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
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Frankfurt School of Finance and Management
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International Institute of Social and Economic Sciences
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Université Paris-Dauphine (Paris IX)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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American Association of Wine Economists - AAWE
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Australian Agricultural and Resource Economics Society - AARES
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Department für Agrarökonomie, Humboldt-Universität Berlin
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Department of Economics, University of Victoria
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Department of Food, Agricultural and Resource Economics (FARE), University of Guelph
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Finance Discipline Group, Business School
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Instituto Valenciano de Investigaciones Económicas (IVIE)
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International Association of Agricultural Economists - IAAE
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Southern Agricultural Economics Association - SAEA
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World Scientific Publishing Co. Pte. Ltd.
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1
Estimating the Payoffs of Temperature-based
Weather
Derivatives
Clements, Adam
;
Hurn, A S
;
Lindsay, K A
-
National Centre for Econometric Research (NCER)
-
2008
Temperature-based
weather
derivatives
are written on an index which is normally defined to be a nonlinear function of …
Persistent link: https://www.econbiz.de/10005181672
Saved in:
2
Developing analytical distributions for temperature indices for the purposes of pricing temperature-based
weather
derivatives
Clements, Adam
;
Hurn, A S
;
Lindsay, K A
-
National Centre for Econometric Research (NCER)
-
2008
Temperature-based
weather
derivatives
are written on an index which is normally defined to be a nonlinear function of …
Persistent link: https://www.econbiz.de/10005635665
Saved in:
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