Weather Derivative - Further Reading

Further Reading

  • Considine, G., 2000, "Introduction to Weather Derivatives", Weather Derivatives Group, Aquila Energy.
  • Peter Robison, "Hedge Funds Pluck Money From Air in $19 Billion Weather Gamble", Bloomberg News, August 2, 2007.
  • USA Today (2008), "Weather Derivatives becoming hot commodities", USA Today Online posted 6/9/2008.
  • Alice Gomstyn, Rich Blake and Dalia Fahmy, "Want a Weather Forecast? Ask Wall Street" ABC News, February 8, 2010.
  • Dischel, R. S., Ed. (2002). "Climate Risk and the Weather Market: Financial Risk Management with Weather Hedges", Risk Books.
  • Jewson, S., A. Brix and C. Ziehmann (2005). "Weather Derivatives Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations". Cambridge, Cambridge University Press.
  • Golden, L. L., M. Wang and C. C. Yang "Handling Weather Related Risks Through the Financial Markets: Considerations of Credit Risk, Basis Risk, and Hedging." Journal of Risk & Insurance, Vol. 74, No. 2, pp. 319–346, June 2007.
  • Myers, R. 2008 "What Every CFO Needs to Know About Weather Risk Management", Storm Exchange, Inc. & CME Group
  • Mathews, J. S. (2009) "Dog Days and Degree Days", CME Group
  • Tang, K., Ed. (2010). "Weather Risk Management: A guide for Corporations, Hedge Funds and Investors", Risk Books.

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