Hot or Cold? A Comparison of Different Approaches to the Pricing of Weather Derivatives

Journal of Emerging Market Finance

Volumn 4, Issue 2, 2005, Pages 101-133

  Oetomo, Teddy ^a   Stevenson, Max ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

cooling degree days; forecast error; heating degree days; mis pricing; settlement level; spot price; Weather derivatives

Indexed keywords

EID: 85007690462     PISSN: 00936502     EISSN: None     Source Type: Journal    
DOI: 10.1177/097265270500400201     Document Type: Article

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