Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Jewson, Stephen
and
Caballero, Rodrigo
2003.
The use of weather forecasts in the pricing of weather derivatives.
Meteorological Applications,
Vol. 10,
Issue. 4,
p.
377.
Allen, Myles
Frame, David
Kettleborough, Jamie
and
Stainforth, David
2006.
Predictability of Weather and Climate.
p.
391.
Wakaura, Masatsugu
and
Ogata, Yosihiko
2007.
A time series analysis on the seasonality of air temperature anomalies.
Meteorological Applications,
Vol. 14,
Issue. 4,
p.
425.
Lee, Yongheon
and
Oren, Shmuel S.
2009.
Equilibrium pricing of weather derivatives in a multi-period trading environment.
p.
1.
Barrieu, Pauline
and
Scaillet, Olivier
2009.
Uncertainty and Environmental Decision Making.
Vol. 138,
Issue. ,
p.
155.
Schiller, Frank
Seidler, Gerold
and
Wimmer, Maximilian
2010.
Temperature Models for Pricing Weather Derivatives.
SSRN Electronic Journal,
Dorfleitner, Gregor
and
Wimmer, Maximilian
2010.
The pricing of temperature futures at the Chicago Mercantile Exchange.
Journal of Banking & Finance,
Vol. 34,
Issue. 6,
p.
1360.
Lee, Yongheon
and
Oren, Shmuel S.
2010.
A multi-period equilibrium pricing model of weather derivatives.
Energy Systems,
Vol. 1,
Issue. 1,
p.
3.
Caporin, Massimiliano
Rossi, Eduardo
and
Santucci de Magistris, Paolo
2011.
Conditional Jumps in Volatility and Their Economic Determinants.
SSRN Electronic Journal,
Schiller, Frank
Seidler, Gerold
and
Wimmer, Maximilian
2012.
Temperature models for pricing weather derivatives.
Quantitative Finance,
Vol. 12,
Issue. 3,
p.
489.
Agapitos, Alexandros
O’Neill, Michael
and
Brabazon, Anthony
2012.
Financial Decision Making Using Computational Intelligence.
Vol. 70,
Issue. ,
p.
159.
2012.
Carbon Finance.
p.
247.
Alexandridis, Antonis K.
and
Zapranis, Achilleas D.
2013.
Weather Derivatives.
p.
55.
2014.
Wavelet Neural Networks.
p.
173.
Erhardt, R. J.
2015.
Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days.
Environmetrics,
Vol. 26,
Issue. 2,
p.
133.
Breinl, Korbinian
Turkington, Thea
and
Stowasser, Markus
2015.
Simulating daily precipitation and temperature: a weather generation framework for assessing hydrometeorological hazards.
Meteorological Applications,
Vol. 22,
Issue. 3,
p.
334.
Sirangelo, B.
Caloiero, T.
Coscarelli, R.
and
Ferrari, E.
2017.
A stochastic model for the analysis of maximum daily temperature.
Theoretical and Applied Climatology,
Vol. 130,
Issue. 1-2,
p.
275.
Zong, Lu
and
Ender, Manuela
2018.
Comparison of Stochastic and Spline Models for Temperature‐based Derivatives in China.
Pacific Economic Review,
Vol. 23,
Issue. 4,
p.
547.
Kakushadze, Zura
and
Serur, Juan Andrés
2018.
151 Trading Strategies.
p.
205.
Wang, Jing
2018.
Stability and Complexity Analysis of Temperature Index Model Considering Stochastic Perturbation.
Advances in Mathematical Physics,
Vol. 2018,
Issue. ,
p.
1.