Pricing the weather

Weather derivatives are an eminently sensible risk management tool, yet the marketremains small and illiquid. One reason for this is that traditional options pricingtechniques fail to capture the unique characteristics of weather. Here, Melanie Cao andJason Wei propose a new approach that attempts to rectify this problem

Download the article as a PDF (opens new browser window)

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here