Modelling and forecasting temperature based weather derivatives

Global Finance Journal

Volumn 18, Issue 2, 2007, Pages 185-204

  Svec, J ^a   Stevenson, M ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Forecast evaluation; Fourier series; Fractional Brownian Motion; Temperature derivatives

Indexed keywords

EID: 35448933562     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2006.04.006     Document Type: Article

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