A simple but realistic model to co-simulate the time series of temperature, electricity load and prices is proposed
ABSTRACT This paper analyzes various types of weather-related risks in different industries. Due to the existence and popularity of the established weather insurance market, we also discuss the differences...
More Weather derivatives articles
Weather constitutes an important macroeconomic risk that affects a wide range of industries, among them agriculture, energy and tourism. Companies in these sectors are naturally concerned about unfavorable...
Purchase of RenRe Energy Advisors could lead to new weather hedging tools for renewable energy
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Hedging programmes have a positive effect on a company’s share price and financial performance, according to a new academic study that examines the use of weather derivatives by US utilities
The extreme weather that hit North America recently has spurred interest in tools designed to hedge weather risk, according to participants speaking at Energy Risk USA
Companies in the renewable energy industry are increasingly turning to financial derivatives to manage risk
Charting the Enron legacy
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.