
Weather Swap Pricing and the Optimal Size for Medium-Range Forecast Ensembles
Author(s) -
Stephen Jewson,
Christine Ziehmann
Publication year - 2003
Publication title -
weather and forecasting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.393
H-Index - 106
eISSN - 1520-0434
pISSN - 0882-8156
DOI - 10.1175/1520-0434(2003)018<0675:wspato>2.0.co;2
Subject(s) - swap (finance) , ensemble forecasting , range (aeronautics) , ensemble average , meteorology , environmental science , numerical weather prediction , computer science , weather prediction , econometrics , climatology , mathematics , economics , geology , physics , materials science , finance , composite material