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Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity

Due to the dependency of the energy demand on temperature, weather derivatives enable the effective hedging of temperature related fluctuations. However, temperature varies in space and time and therefore the contingent weather derivatives also vary. The spatial derivative price distribution... Full description

1st Person: Härdle, Wolfgang Karl
Additional Persons: Osipenko, Maria verfasserin
Source: in The energy journal Vol. 33, No. 2 (2012), p. 149-170
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Type of Publication: Article
Language: English
Published: 2012
Keywords: research-article
Online: Volltext
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