Pricing temperature-based weather derivatives in China

Journal of Risk Finance

Volumn 13, Issue 1, 2011, Pages 32-44

  Göncü, Ahmet ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

China; Cooling degree days options; Forecasting; Heating degree days options; Monte Carlo simulation; Temperature distribution; Weather derivatives

Indexed keywords

EID: 85015410174     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/15265941211191921     Document Type: Article

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