Katalog GES



Implied market price of weather risk

1st Person: Härdle, Wolfgang Karl
Additional Persons: López Cabrera, Brenda
Type of Publication: Paper
Language: English
Published: SFB 649, Economic Risk 2009
Series: SFB 649 discussion paper
Keywords: Finanzderivat
Wetter
Börsenkurs
Optionspreistheorie
Risikoprämie
Autokorrelation
Saisonbereinigung
Theorie
Deutschland
Derivative
Weather
Option pricing theory
Autocorrelation
Seasonal component
Theory
Germany
Online: https://www.econstor.eu/bitstream/10419/25317/1/590227564.PDF

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