Weather derivatives                                                                            back

Introduction:

From Evomarkets

From CME

From Platts

10 page paper (no math)

Weather Risk Advisory (pp pdf)

 Pricing Weather Derivatives Pop press

 

Advanced:

 

 

Papers:

 Weather Forecasting for Weather Derivatives by Campbell and Diebold

Equilibrium Valuation of Weather Derivatives by Cao andWei draft 2

 

Firms:

Speedwell

 

Journals:

EPRM

 

Links:

Short-Term Integrated Forecasting System by EIA

Energy Plus model by DOE

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2

Bob Dischel

 

Princeton FE prof in Weather Derivatives