Year: 2003
Type: preprint
Abstract: Underlyings of weather derivatives in Europe tend to be average temperature compared to heating (cooling) day in the USA because of a smaller volatility in temperature. The derivatives are priced using as burn analysis. Using a gas utility company, hedging techniques are shown using temperature options.
Authors: Pierre Chevalier, Thomas Heidorn, Christian Krieger
Language: German
Subfield: Accounting
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1491947438