Cao, Xiaofeng; Okhrin, Ostap; Odening, Martin; Ritter, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014
Forecasting temperature in time and space is an important precondition for both the design of weather derivatives and the assessment of the hedging effectiveness of index based weather insur-ance. In this article, we show how this task can be accomplished by means of Kriging techniques....