A multi-period equilibrium pricing model of weather derivatives

Energy Systems

Volumn 1, Issue 1, 2010, Pages 3-30

  Lee, Yongheon ^a   Oren, Shmuel S ^a  

^a DEPARTMENT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EQUILIBRIUM PRICE; EQUILIBRIUM PRICING; MARKET PRICE; MULTI-PERIOD; NUMERICAL EXAMPLE; OPTIMAL CHOICE; REBALANCING; SINGLE SHOTS; SUPPLY AND DEMAND; UTILITY INDIFFERENCE PRICING; WEATHER DERIVATIVES; WEATHER INDEX;

COSTS; ECONOMICS; PROFITABILITY;

COMMERCE;

EID: 79952362654     PISSN: 18683967     EISSN: 18683975     Source Type: Journal    
DOI: 10.1007/s12667-009-0004-7     Document Type: Article

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