Praise for Carbon Finance" A timely, objective, and informative analysis of the financial
opportunities and challenges presented by climate change, including a thorough description …

Temperature stochastic modeling and weather derivatives pricing: empirical study with
Moroccan data Page 1 Temperature stochastic modeling and weather derivatives pricing …

Since the underlying of the weather derivatives is not a traded asset, these contracts cannot
be evaluated by the traditional financial theory. Cao and Wei [2004. Weather derivatives …

Weather derivatives are financial contracts which allow companies to protect themselves
against weather fluctuations. Since their underlying is not a traded asset, they cannot be …

The hedging of weather risks has become extremely relevant in recent years, promoting the
diffusion of weather derivative contracts. The pricing of such contracts require the …

This article reviews the dual role financial markets play in transmitting environmental
information and providing instruments companies can use to manage environmental risks. It …

Multinational Finance assumes the viewpoint of the financial manager of a multinational
enterprise with investment or financial operations in more than one country. The enterprise …

The main objective of this article is to calculate the price of weather derivatives for different
African countries with payout depending on temperature. A new approach of computing …

An evaluation of the efficiency of different methods of the minimum variance portfolio
selection was performed for seventy stocks from the Warsaw Stock Exchange. Eight …

We present a generalisation of the double long memory ARFIMA-FIGARCH model
introducing time-varying memory coefficients for both mean and variance. The model …