Hedging temperature risk with CDD and HDD temperature futures
FE Benth, J Lempa - Applied Stochastic Models in Business …, 2024 - Wiley Online Library
This paper is concerned with managing risk exposure to temperature using weather
derivatives. We consider hedging temperature risk using so‐called HDD‐and CDD‐index …
derivatives. We consider hedging temperature risk using so‐called HDD‐and CDD‐index …
Analysis of historical average temperatures for weather derivatives valuation. The case of Parma (Italy)
C Guardasoni, L Ortiz-Gracia… - The case of Parma (Italy) …, 2024 - papers.ssrn.com
This paper is a preliminary work for the analysis of strategies to valuate weather derivatives
using a complete Italian archive of average temperature data. We set a model to forecast …
using a complete Italian archive of average temperature data. We set a model to forecast …