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ArticleDensity forecasting for weather derivative pricing

Roberto Buizza2005

Article2005

Density forecasting for weather derivative pricing

59 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Financial Risk and Volatility Modeling Energy Load and Power Forecasting

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References

2004CAViaR 1997An Overview of Value at Risk 2005Weather Forecasting for Weather Derivatives 2002On modelling and pricing weather derivatives 2002Dynamical pricing of weather derivatives 2001Pricing weather derivatives by marginal value 1989Interval forecasting 2000Weather Derivatives and Weather Insurance: Concept, Application, and Analysis

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2018Exploring the financial risk of a temperature index: a fractional integrated approach

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Year2005

Typearticle

Published2005-09-16

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations59

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.ijforecast.2005.05.004

openalex_workW2014105024

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