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Weather derivatives, weather risk, weather insurance
weather, derivatives, weather derivatives, Black-Scholes, Black, arbitrage, weather swaps, balanced market model
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
weather, derivatives, weather derivatives, expected payoff, normal distribution, analytical solution, closed-form expression, weather options
weather derivatives, weather risk, weather forecasts, ensemble forecasts, probabilistic forecasts
Weather derivatives, index distributions, normal distribution, non-normality
Weather derivatives, hedging, standard deviation, semi-standard deviation, value at risk, expected shortfall
weather, derivatives, weather derivatives, greeks, normal distribution, analytical solution, closed-form expression, weather options
Weather derivatives, backtesting, forecasting, trends
Weather derivatives, daily temperature simulation
Weather derivative pricing, temperature trends, global warming
weather derivatives, normal distribution, variance estimators
weather, weather derivatives, value at risk, horizon value at risk
weather derivatives, weather derivative pricing, weather options, uncertainty
weather derivatives, principal component analysis, PCA, EOF
weather derivatives, trends, detrending
Weather derivatives, arbitrage pricing
weather, weather derivatives, weather volatility
weather derivatives, weather risk, daily temperatures, temperature time-series, arfima, varfima, multivariate
Weather derivatives, backtesting, trends, year ahead forecasting
weather derivatives, weather risk, weather forecasts, ensemble forecasts, probabilistic forecasts, daily temperatures, temperature time-series
Weather derivatives, trends, global warming, climate change
Weather, weather derivatives, payoff variance, closed-form expression
weather, weather derivatives, value at risk , horizon value at risk
Weather derivatives, trends, linear trends, optimal trends
Weather derivatives, weather option pricing, burn, index modelling
weather derivatives, normal distribution, variance estimators, t-distribution
Weather, weather derivatives, implied volatility, implied standard deviation, risk loading
weather derivatives, trends, detrending, recentering
Weather derivatives, detrending, global warming
Weather derivatives, weather options, kernel density, closed-form solutions
weather derivatives, seasonal forecasts, ENSO, El Nino
Weather derivatives, weather options, trends, distributions, actuarial pricing
Weather derivatives, hedging, beta
weather derivatives, ENSO, El Nino, La Nina, seasonal forecasts
weather derivatives, trends, bayesian statistics
weather derivatives, trends, detrending, year-ahead forecasting
Weather, weather derivatives, kernel density, adjusted kernel density
Weather derivatives, detrending, damped linear detrending, shrinkage
Weather derivatives, closed-form solution, exact solution, gamma distribution, event indices, frost days
Weather derivatives, ENSO, El Nino, La Nina, seasonal forecasts
Weather derivatives, closed-form solutions, exact solutions, gamma distribution, payoff variance, frost days
weather derivatives, bayesian, t distribution
weather derivatives, weather options, payoff distribution, normal distribution
Uncertainty, Sensitivity, Weather Derivatives, Emulators
