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Weather Forecasting for Weather Derivatives

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NBER2003-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w10141
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资源简介:
We take a simple time-series approach to modeling and forecasting daily average temperature in U.S. cities, and we inquire systematically as to whether it may prove useful from the vantage point of participants in the weather derivatives market. The answer is, perhaps surprisingly, yes. Time-series
创建时间:
2003-12-01
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