Download This PaperA Preliminary Assessment of the Utility of Seasonal Forecasts for the Pricing of U.S. Temperature Based Weather Derivatives
11 Pages Posted: 29 Apr 2004
Date Written: April 15, 2004
Abstract
We perform a preliminary investigation into whether or not seasonal forecasts could be useful in the pricing of weather derivatives that depend on U.S. temperatures.
Keywords: weather derivatives, seasonal forecasts, ENSO, El Nino
JEL Classification: G13
Suggested Citation: Suggested Citation
Jewson, Stephen, A Preliminary Assessment of the Utility of Seasonal Forecasts for the Pricing of U.S. Temperature Based Weather Derivatives (April 15, 2004). Available at SSRN: https://ssrn.com/abstract=531062 or http://dx.doi.org/10.2139/ssrn.531062
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