WEATHER INDEX- THE BASIS OF WEATHER DERIVATIVES

Article German OPEN
Ciumas Cristina; Botos Horia Mircea;
(2011)
  • Publisher: University of Oradea
  • Journal: Annals of the University of Oradea: Economic Science,volume 1,issue 1 July,pages362-369 (issn: 1222-569X, eissn: 1582-5450)
  • Publisher copyright policies & self-archiving
  • Subject: Weather derivatives, Weather Index, HDD, CDD | HF5001-6182 | Business | HG1-9999 | Finance
    • jel: jel:G22

This paper approaches the subject of Weather Derivatives, more exactly their basic element the weather index. The weather index has two forms, the Heating Degree Day (HDD) and the Cooling Degree Day (CDD). We will try to explain their origin, use and the relationship be... View more
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