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Keywords: HDD/CDD futures
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2013) 14 (2): 159–178.
Published: 22 February 2013
... of available weather forecasts should be incorporated into the considered models. Originality/value To the best of the author's knowledge this is the first study to compare some of the popular temperature models in forecasting HDD/CDD futures. Furthermore, a new temperature modelling approach is proposed...
