The volatility of temperature and pricing of weather derivatives

By Fred Espen Benth, J. Šaltytė Benth. 2007

186 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/18728c8639433a78edd6db499e67a3d3e6d329a2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. J. Šaltytė Benth
2. Steen Koekebakker
3. Fred Espen Benth
4. J. Saltyte-Benth

In Finance

1. J. Šaltytė Benth
2. Steen Koekebakker
3. Fred Espen Benth
4. Nina Lange
5. J. Saltyte-Benth
6. Rafal Weron
7. Almut E. D. Veraart
8. Ole E. Barndorff-Nielsen

Citations in the corpus

• Putting a Price on Temperature * (2007, methodology): “In Benth and Šaltyté-Benth (2005a) the residuals were modelled using the generalized hyperbolic distributions (see e.”