Weather derivatives

• Regulation

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

• 01 Dec 2002

• Commodities

Washington Gas gets payout

• 01 Nov 2002

• Commodities

Weathernews expands US operations

• 01 Nov 2002

• Catastrophe

RMS publishes daily weather derivatives data

• 01 Nov 2002

• Infrastructure

WRMA adds to Asian presence

• 01 Oct 2002

• Energy

Mirant boosts weather desk

• 01 Oct 2002

• Commodities

Swiss Re signs four-year weather deal with Petro

• 01 Oct 2002

• Infrastructure

Hex launches weather derivatives

• 02 Sep 2002

• Commodities

Evolution launches weather desk

• 02 Sep 2002

• Energy

SMBC launches summer weather derivatives

Japan’s Sumitomo Mitsui Banking Corporation (SMBC) has recently launched a weather derivatives contract for unusual hot and cold summer temperatures in Japan, according to an official for the bank.

• 26 Jun 2002

• Energy

UK weather market resists bank’s exit

• 02 Feb 2002

• Infrastructure

Pricing the weather

Weather derivatives

• 01 May 2000