Modelling and forecasting temperature based weather derivatives

The temperature-based Weather Derivative market in Australia is largely illiquid. One of the barriers to enhancing liquidity and reducing premiums in this market is the uncertainty surrounding the pricing of these derivatives. With the aim of reducing the uncertainty in mind, this study reviews both...

Full description

Saved in:
Bibliographic details
Volume: 18
Main Author: Svec, J
Stevenson, M
Format: Journal Article
Language: English
Place of publication: Greenwich Elsevier Inc 2007
Elsevier
Elsevier Science Ltd
published in: Global finance journal Vol. 18; no. 2; pp. 185 - 204
Data of publication: 2007
ISSN: 1044-0283
1873-5665
EISSN: 1873-5665
Discipline: Business
Series: Global Finance Journal
Subjects:
C53
C52
C51
Online Access: available in Bonn?
Database: RePEc IDEAS
RePEc
CrossRef
ProQuest One Business
ProQuest One Business (Alumni)
Database information Databases - DBIS