Weather Derivatives: A Contemporary Review and Its Application in China
The weather has impact on both human activity and all forms of businesses. A variety of businesses including energy and power, agriculture, retail, insurance, and entertainment are either favorably or adversely by weather. Then a new class of financial derivatives--weather derivatives are evolved to...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2006
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| Online Access: | https://eprints.nottingham.ac.uk/20337/ |
| _version_ | 1848792057936609280 |
|---|---|
| author | LIU, Xin |
| author_facet | LIU, Xin |
| author_sort | LIU, Xin |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | The weather has impact on both human activity and all forms of businesses. A variety of businesses including energy and power, agriculture, retail, insurance, and entertainment are either favorably or adversely by weather. Then a new class of financial derivatives--weather derivatives are evolved to manage the economic impact of weather events on the performance of business activities. To this day, the weather derivative market has developed throughout the world. Various of weather derivative instruments are traded both on the exchanges and on the over-the-counter market. However, the pricing of weather derivatives remains a crucial problem to mathematicians, meteorologists, derivatives traders and risk managers. Further research is needed to find a standardized pricing approach agreed by all. |
| first_indexed | 2025-11-14T18:38:21Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-20337 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:38:21Z |
| publishDate | 2006 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-203372018-05-19T15:50:54Z https://eprints.nottingham.ac.uk/20337/ Weather Derivatives: A Contemporary Review and Its Application in China LIU, Xin The weather has impact on both human activity and all forms of businesses. A variety of businesses including energy and power, agriculture, retail, insurance, and entertainment are either favorably or adversely by weather. Then a new class of financial derivatives--weather derivatives are evolved to manage the economic impact of weather events on the performance of business activities. To this day, the weather derivative market has developed throughout the world. Various of weather derivative instruments are traded both on the exchanges and on the over-the-counter market. However, the pricing of weather derivatives remains a crucial problem to mathematicians, meteorologists, derivatives traders and risk managers. Further research is needed to find a standardized pricing approach agreed by all. 2006 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/20337/1/06MAlixxl18.pdf LIU, Xin (2006) Weather Derivatives: A Contemporary Review and Its Application in China. [Dissertation (University of Nottingham only)] (Unpublished) |
| spellingShingle | LIU, Xin Weather Derivatives: A Contemporary Review and Its Application in China |
| title | Weather Derivatives: A Contemporary Review and Its Application in China |
| title_full | Weather Derivatives: A Contemporary Review and Its Application in China |
| title_fullStr | Weather Derivatives: A Contemporary Review and Its Application in China |
| title_full_unstemmed | Weather Derivatives: A Contemporary Review and Its Application in China |
| title_short | Weather Derivatives: A Contemporary Review and Its Application in China |
| title_sort | weather derivatives: a contemporary review and its application in china |
| url | https://eprints.nottingham.ac.uk/20337/ |