.
Jewson, Stephen's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 18,349
Total Citations 166
1.
Jewson, Stephen Risk Management Solutions
2,032(2,751)
5
Weather derivatives, weather risk, weather insurance
2.
Jewson, Stephen Risk Management Solutions
Zervos, Mihail University of London - Department of Mathematics
1,373(5,452)
5
weather, derivatives, weather derivatives, Black-Scholes, Black, arbitrage, weather swaps, balanced market model
3.
Jewson, Stephen Risk Management Solutions
1,295(6,029)
5
weather derivatives, weather risk, risk management, value at risk, VaR, expiry value at risk, expiry VaR, seasonal value at risk, seasonal VaR, weather volatility, short term risk
4.
Jewson, Stephen Risk Management Solutions
754(14,339)
9
weather, derivatives, weather derivatives, expected payoff, normal distribution, analytical solution, closed-form expression, weather options
5.
Jewson, Stephen Risk Management Solutions
Caballero, Rodrigo University of Chicago - Department of the Geophysical Sciences
628(18,682)
3
weather derivatives, weather risk, weather forecasts, ensemble forecasts, probabilistic forecasts
6.
Jewson, Stephen Risk Management Solutions
582(20,754)
4
Weather derivatives, index distributions, normal distribution, non-normality
7.
Jewson, Stephen Risk Management Solutions
546(22,654)
1
Weather derivatives, hedging, standard deviation, semi-standard deviation, value at risk, expected shortfall
8.
Jewson, Stephen Risk Management Solutions
535(23,235)
8
weather, derivatives, weather derivatives, greeks, normal distribution, analytical solution, closed-form expression, weather options
9.
Jewson, Stephen Risk Management Solutions
Brix, Anders Risk Management Solutions
467(27,819)
5
Weather derivative pricing, temperature trends, global warming
10.
Jewson, Stephen Risk Management Solutions
Brix, Anders Risk Management Solutions
453(28,989)
8
Weather derivatives, backtesting, forecasting, trends
11.
Jewson, Stephen Risk Management Solutions
444(29,733)
2
Weather derivatives, daily temperature simulation
12.
Jewson, Stephen Risk Management Solutions
430(30,979)
3
weather, weather derivatives, value at risk, horizon value at risk
13.
Jewson, Stephen Risk Management Solutions
418(32,141)
1
weather derivatives, weather derivative pricing, weather options, uncertainty
14.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
417(32,244)
3
weather derivatives, normal distribution, variance estimators
15.
Jewson, Stephen Risk Management Solutions
382(35,981)
weather derivatives, principal component analysis, PCA, EOF
16.
Jewson, Stephen Risk Management Solutions
368(37,699)
3
weather, weather derivatives, weather volatility
17.
Jewson, Stephen Risk Management Solutions
363(38,295)
2
Weather derivatives, arbitrage pricing
18.
Jewson, Stephen Risk Management Solutions
Caballero, Rodrigo University of Chicago - Department of the Geophysical Sciences
350(40,057)
6
weather derivatives, weather risk, weather forecasts, ensemble forecasts, probabilistic forecasts, daily temperatures, temperature time-series
19.
Jewson, Stephen Risk Management Solutions
Caballero, Rodrigo University of Chicago - Department of the Geophysical Sciences
341(41,337)
1
weather derivatives, weather risk, daily temperatures, temperature time-series, arfima, varfima, multivariate
20.
Jewson, Stephen Risk Management Solutions
339(41,658)
8
Weather derivatives, backtesting, trends, year ahead forecasting
21.
Jewson, Stephen Risk Management Solutions
330(43,015)
9
Weather, weather derivatives, payoff variance, closed-form expression
22.
Jewson, Stephen Risk Management Solutions
326(43,622)
3
weather, weather derivatives, value at risk , horizon value at risk
23.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
317(45,102)
8
Weather derivatives, trends, global warming, climate change
24.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
309(46,452)
1
weather derivatives, trends, detrending
25.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
300(48,088)
3
Weather derivatives, trends, linear trends, optimal trends
26.
Jewson, Stephen Risk Management Solutions
276(52,968)
2
Weather derivatives, weather option pricing, burn, index modelling
27.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
272(53,806)
10
weather derivatives, trends, detrending, recentering
28.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
262(56,116)
weather derivatives, normal distribution, variance estimators, t-distribution
29.
Jewson, Stephen Risk Management Solutions
241(61,423)
5
Weather derivatives, weather options, kernel density, closed-form solutions
30.
Jewson, Stephen Risk Management Solutions
241(61,423)
Weather, weather derivatives, implied volatility, implied standard deviation, risk loading
31.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
235(63,177)
3
Weather derivatives, detrending, global warming
32.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
234(63,456)
4
Weather derivatives, detrending, global warming
33.
Jewson, Stephen Risk Management Solutions
227(65,529)
5
weather derivatives, seasonal forecasts, ENSO, El Nino
34.
Jewson, Stephen Risk Management Solutions
222(67,096)
2
Weather derivatives, weather options, trends, distributions, actuarial pricing
35.
Jewson, Stephen Risk Management Solutions
216(69,065)
3
Weather derivatives, hedging, beta
36.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
206(72,461)
weather derivatives, trends, detrending, year-ahead forecasting
37.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
200(74,649)
1
weather derivatives, ENSO, El Nino, La Nina, seasonal forecasts
38.
Jewson, Stephen Risk Management Solutions
198(75,392)
7
Weather derivatives, closed-form solution, exact solution, gamma distribution, event indices, frost days
39.
Jewson, Stephen Risk Management Solutions
Penzer, Jeremy London School of Economics
197(75,794)
3
Weather derivatives, detrending, damped linear detrending, shrinkage
40.
Jewson, Stephen Risk Management Solutions
195(76,543)
1
Weather, weather derivatives, kernel density, adjusted kernel density
41.
Jewson, Stephen Risk Management Solutions
Khare, Shree P. University Corporation for Atmospheric Research
188(79,302)
1
Weather derivatives, ENSO, El Nino, La Nina, seasonal forecasts
42.
Jewson, Stephen Risk Management Solutions
171(86,777)
6
Weather derivatives, closed-form solutions, exact solutions, gamma distribution, payoff variance, frost days
43.
Jewson, Stephen Risk Management Solutions
155(94,946)
1
weather derivatives, trends, bayesian statistics
44.
Jewson, Stephen Risk Management Solutions
153(96,040)
weather derivatives, weather options, payoff distribution, normal distribution
45.
Jewson, Stephen Risk Management Solutions
145(100,709)
6
weather derivatives, bayesian, t distribution
46.
Khare, Shree Risk Management Solutions
Jewson, Stephen Risk Management Solutions
16(288,975)
Uncertainty, Sensitivity, Weather Derivatives, Emulators
