Keywords: Backtesting
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Journal Articles
Journal of Risk Finance (2013) 14 (2): 159–178.
Published: 22 February 2013
...) futures for New York, Atlanta, and Chicago. Design/methodology/approach To verify the forecasting power of various temperature models, a statistical backtesting approach is utilised. The backtesting sample consists of the market data of daily settlement futures prices for New York, Atlanta...

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