The Implied Market Price of Weather Risk

Applied Mathematical Finance

Volumn 19, Issue 1, 2012, Pages 59-95

  Härdle, Wolfgang Karl ^a   Cabrera, Brenda López ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

CAR process; CME; HDD; risk premium; seasonal volatitity

Indexed keywords

EID: 84857085170     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/1350486X.2011.591170     Document Type: Article

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