Temperature modelling and weather derivatives pricing with application in Scottish electricity industry

QR Code

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...

Full description

Bibliographic Details
Main Author:	Pang, Chuanqi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Subjects:	weather derivatives fair pricing temperature modelling Monte Carlo simulation hedging weather risk Scottish electricity
Online Access:	https://eprints.nottingham.ac.uk/25452/

Similar Items

Weather Derivatives as A Risk Management Tool for Beverages Manufacturers and Breweries in The UK
by: Ray, Chiranjib
Published: (2005)

Modelling and Pricing the Weather Derivative
by: Kung, Ling Wai
Published: (2008)

Parallel Implementation of Two Level Barotropic Models Applied to the Weather Prediction Problem
by: Bahri, Susila
Published: (2004)

Implementing Weather Derivatives as Weather Related Risk Management Tool for China's Electricity Supply Industry
by: Yu, Bin
Published: (2008)

Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway
by: Wang, Hongfei
Published: (2007)

Changing local weather and adaptation in two coastal villages in Bangladesh
by: Rahman, M., et al.
Published: (2015)

An effective fuzzy C-mean and type-2 fuzzy logic for weather forecasting.
by: Shahi, Ahmad, et al.
Published: (2009)

Flexural performance of RC beams with near surface mounted CFRP plate under tropical climate effects / Nauwal Hj. Suki
by: Suki, Nauwal
Published: (2018)

Resolving the scale dependency in laboratory and field weathering rates
by: Banwart, S., et al.
Published: (2004)

Derivatives Usage by Non-Financial Firms in Thailand; implications on the hedging strategy
by: Chawla, Veerathep
Published: (2007)

Conceptualising climate – how public understanding of weather and climate influences perceptions of climate change globally
by: Brook, Adam
Published: (2020)

Impact of urban block configuration and direction on urban temperature increase in hot, humid regions / Lin Yola and Ho Chin Siong
by: Yola, Lin, et al.
Published: (2015)

Three dimensional CFD simulations of junction temperature of electronic components using nano-silver / Mazlan Mohamed and Rahim Atan
by: Mohamed, Mazlan, et al.
Published: (2011)

Currency Hedging Strategies are beneficial to firms: A Study on the Developing Industries in India
by: Talwar, Salil
Published: (2006)

Incentives of derivative hedging: Evidence from German non-financial corporations
by: Pfleiderer, Felix
Published: (2016)

Predicting atmospheric humidity and temperature based on satellite signal field strength measurements
by: Sairi, Mohd Izza
Published: (2015)

Hedging using Derivatives: A Study of Non-Financial Firms in the UK
by: Smith, Christopher
Published: (2006)

Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation
by: Chan, Felix, et al.
Published: (2011)

Occurrence of the radionuclides in groundwater of crystalline hard rock regions of central Tamil Nadu, India
by: Thivya, C., et al.
Published: (2014)

Data filtering framework for preserving meaningful data records from streams of unstructured weather data
by: Al-Zyadat, Wa'el Jum'ah
Published: (2014)

Value-at-Risk for Financial Derivative Instruments
by: Lv, Mingyue
Published: (2011)

Cross-hedging effectiveness of jet fuel oil spot prices with future contracts
by: Ahmed, Mohamed Mostafa Elsayed
Published: (2023)

Delineation of Natural and Anthropogenic Process Controlling Hydrogeochemistry of Layered Aquifer Sequence
by: Thilagavathi, R., et al.
Published: (2014)

Integrating type-2 fuzzy logic system with fuzzy C-means clustering for weather prediction
by: Soozaei, Ahmad Shahi
Published: (2011)

HGF 224 - IKLIM DAN CUACA SEPT 01.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2001)

HGF 224 - LKLIM DAN CUACA OKT 04.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2004)

HGF 223 - IKLIM DAN CUACA SEPT 1999.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (1999)

HGF 224 - IKLIM DAN CUACA OKT-NOV 06.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2006)

HGF 224 – IKLIM DAN CUACA OKT-NOV 07.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2007)

HGF 223 - IKLIM DAN CUACA OGOS-SEPTEMBER 1998
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (1998)

HGF 327 - IKLIM DAN CUACA - SEPT 1997.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (1997)

HGF 224 - IKLIM DAN CUACA NOV 05.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2005)

HGF 224 - IKLIM DAN CUACA OKT 04.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2004)

HGF 224 - IKLIM DAN CUACA OKT-NOV 06.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2006)

HGF 223 - IKLIM DAN CUACA OGOS-SEPT 1998.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (1998)

HGF 223 - IKLIM DAN CUACA SEPT 1999.
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (1999)

Kajian awal variabiliti ionosfera di Parit Raja, Batu Pahat pada bulan september 2004
by: Abdullah, Sabirin
Published: (2004)

JMG 417 – Cuaca Dan Iklim
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2017)

JMG517 – Cuaca dan Iklim
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2019)

JMG 417 – Cuaca dan Iklim
by: PPIK, Pusat Pengajian Ilmu Kemanusiaan
Published: (2016)