Weather forecasting for weather derivatives

Journal of the American Statistical Association

Volumn 100, Issue 469, 2005, Pages 6-16

  Campbell, Sean D ^a   Diebold, Francis X ^b  

^a BROWN UNIVERSITY   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Financial derivatives; Hedging; Insurance; Risk management; Seasonality; Temperature

Indexed keywords

EID: 14944350052     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000001051     Document Type: Article

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