Modeling and Pricing in Financial Markets for Weather Derivatives
By Fred Espen Benth, J. Šaltytė Benth. 2012
98 citations recorded by the source corpus.
Subfields: Finance, Soil Science
View Paper: https://www.semanticscholar.org/paper/255eb6a2568591d1ed403b43475b7a62474837e1
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Citations in the corpus
- Correlation in Energy Markets (2017, background): “Studies such as e.g, Bellini (2005) and Benth and Benth (2013) report a significant risk premium for weather contracts, which is included by setting λI slightly higher than λP .”