Weather derivatives

Weather risk: gauging the exposure

There is now an array of instruments available to hedge weather exposure, but evaluating that exposure is far harder than quantifying standard exposures such as commodity price risk. Garth Renne and Shaun Hatch discuss approaches to analysing wind and…

A new direction for weather derivatives

Specialised quanto products are now driving demand in the weather derivatives markets. Alex Davis looks at why this is the case, and how improvements in data provision are making this possible

Commodity rankings 2010: Energy

The 2010 Risk/Energy Risk commodity rankings reveal which companies have been able to prosper despite the difficult conditions of 2009. Lianna Brinded analyses the results and talks to key market participants about their views

Commodity Rankings: Reclaiming the top spot

The 2010 Risk/Energy Risk Commodity Rankings reveal which companies have been able to prosper despite the difficult conditions of 2009. Lianna Brinded analyses the results and talks to key market participants about their views

Umbrella coverage

Pauline McCallion investigates the budding opportunities for managing weather risk in the renewable energy sector.

Ready for any weather

Roderick Bruce looks back at the highlights of the Weather Risk e-symposium, a live online conference hosted by Energy Risk in late November

Weather option pricing with transaction costs

The weather derivatives market is becoming more liquid, and dynamic hedging of weather options with weather swaps is now possible, though limited by transaction costs. Here Stephen Jewson investigates the effect of such hedging on option pricing

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