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- เผยแพร่เมื่อ 30 มิ.ย. 2022
- In this series we take a deep dive into a type of exotic financial products weather derivatives. Weather derivatives are financial instruments that can be used to reduce risk associated with adverse weather conditions like temperature, rainfall, frost, snow, and wind speeds.
Temperature derivatives are a particularly high demand insurance product within the energy industry as a risk management tool to mitigate risk against reduced cashflows during periods of extreme temperatures. In this tutorial we introduce weather derivatives and the types of temperature linked products commonly traded over-the-counter (OTC) as well as listed exchange products (CME futures and options).
Online Tutorial: quantpy.com.au/weather-deriva...
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Great content! Most retail participants would never get access to this information otherwise. Thanks mate!
thanks for the content, looking forward to more videos on weather derivatives
was that supposed to show (Tmax + Tmin)/2 ?
awesome. love derivatives.
awesome subject!
awasome topic !
interesting !
Enron were big weather derivative players
Hi!
Do you have any idea whether some research wrt mispricings of weather derivatives, due to the locations of the weatherbstations? The idea is that there are local phenomena that add some bias to the distributions of temperature patterns. (City centers tend to have higher average temperatures compared to outskirts.)
Thank you!
Interesting to see this because my initial assumption is that some market participants would try to take advantage of quirks affecting settlement prices by researching what hardware/software is used for the measurements or nearby urban development near measurement stations affecting readings, the likelihood of a "cyber attack" requiring alternative settlement procedures, etc.
But I don't know if this is actually an active area of work or not.
I like ur video can i inspire for this video for publishing article in Linkedin
Is this in any way related to sustainable finance?
is that 65 degree fixed for all cases?
is that 65 degree fixed for all cases?
Mean temp