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Volumn 10, Issue 3, 2006, Pages

Estimating trends in weather series: Consequences for pricing derivatives

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EID: 33749534735     PISSN: 15583708     EISSN: None     Source Type: Journal    
DOI: 10.2202/1558-3708.1386     Document Type: Article
Times cited : (5)

References (13)
  • 4
    • 0000785218 scopus 로고
    • The diffuse Kalman filter
    • De Jong, P. (1991). The diffuse Kalman filter. Annals of Statistics 19, 1073-1083.
    • (1991) Annals of Statistics , vol.19 , pp. 1073-1083
    • De Jong, P.1
  • 8
    • 33749513715 scopus 로고    scopus 로고
    • Weather derivatives and carbon emissions trading
    • Riskbooks
    • Jewson, S. and S. Jones (2005).Weather derivatives and carbon emissions trading. In The Finance of Climate Change, pp. 165-176. Riskbooks.
    • (2005) The Finance of Climate Change , pp. 165-176
    • Jewson, S.1    Jones, S.2
  • 9
    • 0038227570 scopus 로고    scopus 로고
    • Hemispheric and large-scale surface air temperature variations: An extensive revision and an update to 2001
    • Jones, P. D. and A. Moberg (2003). Hemispheric and large-scale surface air temperature variations: An extensive revision and an update to 2001. Journal of Climate 16, 206-22.
    • (2003) Journal of Climate , vol.16 , pp. 206-222
    • Jones, P.D.1    Moberg, A.2
  • 11
    • 24644467695 scopus 로고    scopus 로고
    • The effect of diurnal correction on satellite-derived lower tropospheric temperature
    • Mears, C. A. and F. J. Wentz (2005). The effect of diurnal correction on satellite-derived lower tropospheric temperature. Science 309, 1548.
    • (2005) Science , vol.309 , pp. 1548
    • Mears, C.A.1    Wentz, F.J.2
  • 12
    • 0037278855 scopus 로고    scopus 로고
    • Modelling trends in central England temperatures
    • Mills, T. C. and D. I. Harvey (2003). Modelling trends in central England temperatures. Journal of Forecasting 22, 35-47.
    • (2003) Journal of Forecasting , vol.22 , pp. 35-47
    • Mills, T.C.1    Harvey, D.I.2
  • 13
    • 0000629975 scopus 로고
    • Cross-validatory choice and assessment of statistical preditions
    • Stone, J. B. (1974). Cross-validatory choice and assessment of statistical preditions. Journal of the Royal Statistical Society, Series B 36, 111-147.
    • (1974) Journal of the Royal Statistical Society, Series B , vol.36 , pp. 111-147
    • Stone, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.