Weather Derivative Pricing and the Spatial Variability of Us Temperature Trends

21 Pages Posted: 27 Apr 2004

See all articles by Stephen Jewson

Stephen Jewson

Risk Management Solutions

Anders Brix

Risk Management Solutions

Date Written: April 27, 2004

Abstract

We show maps of trends in US maximum, minimum and average temperatures for winter, summer and the whole year. We investigate relations between these trends and discuss the degree of spatial coherence of the patterns observed.

Keywords: Weather derivative pricing, temperature trends, global warming

JEL Classification: G13

Suggested Citation

Jewson, Stephen and Brix, Anders, Weather Derivative Pricing and the Spatial Variability of Us Temperature Trends (April 27, 2004). Available at SSRN: https://ssrn.com/abstract=535924 or http://dx.doi.org/10.2139/ssrn.535924

Stephen Jewson (Contact Author)

Risk Management Solutions ( email )

London EC3R 8NB
United Kingdom

Anders Brix

Risk Management Solutions ( email )

London EC3M 1AJ
United Kingdom

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
497
Abstract Views
2,920
rank
69,424
PlumX Metrics