Temperature modelling and weather derivatives pricing with application in Scottish electricity industry
Weather and more precisely average temperature is undoubtedly the most significant natural factor to which the electricity industry is vulnerable. Since late 1990s weather derivatives have been increasingly employed to hedge volumetric risk due to adverse temperature. This dissertation attempts to d...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2012
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| Online Access: | https://eprints.nottingham.ac.uk/25452/ |