مرکز منطقه ای اطلاع رساني علوم و فناوري - Density forecasting for weather derivative pricing

Title of article :

Density forecasting for weather derivative pricing

Author/Authors :

James W. Taylor، نويسنده , , Roberto Buizza، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

To page :

Keywords :

Density forecasting , Weather risk management , Weather ensemble predictions , Quantile regression , GARCH , Quantileautoregression

Journal title :

International Journal of Forecasting

Serial Year :

2006

Journal title :

International Journal of Forecasting

Record number :

179195

Link To Document :