Energy and Weather Derivatives Research & Reference

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Energy and Power Risk Management - Feb 1999
Over-the-counter derivatives rankings article written by Richard Stavros.

 
Energy & Power Risk Management Glossary
Glossary of terms relevant to energy and power derivatives and risk management.

 
Clarity in Understanding Electricity Contracts and their Associated Risks
Overview of types of electricity derivative contracts and their applications.

 
A Model for Weather Risk - Part 2 of 2
Article that presents a model for pricing weather derivatives.

 
A Model for Weather Risk - Part 1 of 2
Presentation of a model for pricing weather derivatives.

 
Introduction to Weather Derivatives
Paper written by Geoffrey Considine, Ph.D, Weather Derivatives Group, Aquila Energy.

 
Prebon Group Limited Weather Products
Resource that describes weather related derivatives.

 
Weather Derivatives – Pricing and Hedging
Research paper by Izzy Nelken, Super Computer Consulting.

 
Speedwell Weather Derivatives Glossary
Glossary of weather derivatives terms.

 
Making Money With Weather
Article published in USATODAY.com By James West, June 15, 2000.

 
Weather Data for Pricing Weather Derivatives
Article that describes the use of historical data in pricing weather derivatives.

 
Weather 2000 - FAQ
Answers to frequently asked questions on weather topics.

 
Heat and Cooling Degree Days
Reference that details calculation of the degree day unit used in weather derivatives, from New Mexico State University.

 
November '98 Focus: Weather
Weather sensitivity, weather derivatives and a pricing model.

 
Weather Derivatives Pricing
Research note by Intermark Solutions describing various methods of pricing and collecting data for weather derivatives.

 
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