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Pricing temperature-based weather derivatives in China
Ahmet Göncü
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Corresponding author for this work
Shandong University
Research output
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Contribution to journal
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Article
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peer-review
20
Citations (Scopus)
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Keyphrases
Analytical Approximation
100%
Approximation Formula
60%
China
100%
Cooling Degree Days
60%
Daily Mean Temperature
60%
Daily Temperature
20%
Degree-days
20%
Design Methodology
20%
Fourier Approximation
20%
Heating Degree Days
20%
Heating-cooling
40%
Hedgers
20%
Mean-reverting
20%
Monte Carlo
20%
Monte Carlo Method
20%
Monte Carlo Simulation
20%
Option Price
20%
Ornstein-Uhlenbeck Process
20%
Seasonal Volatility
20%
Shanghai China
60%
Temperature-based Method
100%
Volatility
40%
Volatility Modelling
20%
Weather Contracts
20%
Weather Derivatives
100%
Economics, Econometrics and Finance
Investors
25%
Mean Reversion
25%
Monte Carlo Simulation
50%
Price
100%
Pricing
100%
Volatility
75%
Social Sciences
Design Methodology
25%
Investors
25%
Price
100%
Pricing
100%
Volatility
75%
Mathematics
Monte Carlo
100%
Option Price
33%
Ornstein Uhlenbeck Process
33%
Engineering
Cooling Degree Day
100%
Heating Degree Day
33%
Ornstein-Uhlenbeck Process
33%