Open AccessMitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model
Author(s) -
Samuel Asante Gyamerah,
Philip Ngare,
Dennis Ikpe
Publication year - 2019
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2019.4.1274
Subject(s) - heteroscedasticity , environmental science , brownian motion , meteorology , derivative (finance) , econometrics , climatology , geography , mathematics , statistics , economics , financial economics , geology
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