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Alternative Approaches to Weather Derivatives Pricing. (2005). Leonardi, Marco ; Geman, Helyette.
In: Post-Print.
RePEc:hal:journl:halshs-00144304.

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  1. .

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  2. The Variable Volatility Elasticity Model from Commodity Markets. (2022). Gong, Fuzhou ; Wang, Ting.
    In: Papers.
    RePEc:arx:papers:2203.09177.

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  3. Exploring the financial risk of a temperature index: a fractional integrated approach. (2020). Cerqueti, Roy ; Rotundo, Giulia ; Castellano, Rosella.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:284:y:2020:i:1:d:10.1007_s10479-018-3063-0.

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  4. Pricing temperature derivatives with a filtered historical simulation approach. (2019). Pai, Jeffrey ; Li, Johnny Siu-Hang ; Zhou, Rui.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:25:y:2019:i:15:p:1462-1484.

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  5. Putting a price tag on temperature. (2018). Mamon, Rogemar ; Xiong, Heng.
    In: Computational Management Science.
    RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-017-0291-8.

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  6. Managing the financial consequences of weather variability. (2018). Brusset, Xavier ; Bertrand, Jean-Louis.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0083-x.

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  7. A comparison of wavelet networks and genetic programming in the context of temperature derivatives. (2017). Cramer, Sam ; Alexandridis, Antonis K ; Kampouridis, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:21-47.

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  8. Modeling the Dynamics of Temperature with a View to Weather Derivatives. (2015). Skiadopoulos, George ; Konstantinidi, Eirini ; Papazian, Gkaren.
    In: World Scientific Book Chapters.
    RePEc:wsi:wschap:9789814566926_0017.

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  9. Assessing and hedging the cost of unseasonal weather: Case of the apparel sector. (2015). Brusset, Xavier ; Bertrand, Jean-Louis ; Fortin, Maxime .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:244:y:2015:i:1:p:261-276.

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  10. Riesgo Agropecuario: Incidencia Económica e Innovaciones para su mitigación. El caso de Argentina.. (2014). Thomasz, Esteban ; Dario, Bacchini ; Otto, Thomasz Esteban ; Miguel, Fusco .
    In: MPRA Paper.
    RePEc:pra:mprapa:56408.

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  11. Modeling and Pricing in Financial Markets for Weather Derivatives. (2012). Benth, Fred Espen.
    In: World Scientific Books.
    RePEc:wsi:wsbook:8457.

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  12. CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS. (2012). HELL, PHILIPP ; Rheinlander, Thorsten ; Meyer-Brandis, Thilo.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:15:y:2012:i:04:n:s0219024912500276.

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  13. Stochastic Modeling of Electricity and Related Markets. (2008). Benth, Jrat Altyt ; Koekebakker, Steen.
    In: World Scientific Books.
    RePEc:wsi:wsbook:6811.

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  14. Several Aspects Regarding Weather and Weather Derivatives. (2008). CONSTANTIN, Laura-Gabriela ; Hurduzeu, Gheorghe.
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:11:y:2008:i:27:p:187-202.

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  15. Identification of stochastic processes for an estimated icewine temperature hedging variable. (2007). Cyr, Don ; Kusy, Martin .
    In: Working Papers.
    RePEc:ags:aawewp:37298.

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