The pricing of temperature futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - Journal of Banking & Finance, 2010 - Elsevier
This paper analyzes observed prices of US temperature futures at the Chicago Mercantile
Exchange (CME). Results show that an index modeling approach without detrending …

The pricing of temperature futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - Journal of Banking & Finance, 2010 - econpapers.repec.org
This paper analyzes observed prices of US temperature futures at the Chicago Mercantile
Exchange (CME). Results show that an index modeling approach without detrending …

The Pricing of Temperature Futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - Journal of Banking and Finance, 2010 - papers.ssrn.com
This paper analyzes observed prices of US temperature futures at the Chicago Mercantile
Exchange (CME). Results show that an index modeling approach without detrending …

The pricing of temperature futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - Journal of Banking and Finance, 2010 - infona.pl
This paper analyzes observed prices of US temperature futures at the Chicago Mercantile
Exchange (CME). Results show that an index modeling approach without detrending …

The pricing of temperature futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - Journal of Banking & Finance, 2010 - epub.uni-regensburg.de
This paper analyzes observed prices of US temperature futures at the Chicago Mercantile
Exchange (CME). Results show that an index modeling approach without detrending …

The pricing of temperature futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - Journal of Banking & Finance, 2010 - ideas.repec.org
This paper analyzes observed prices of US temperature futures at the Chicago Mercantile
Exchange (CME). Results show that an index modeling approach without detrending …

[PDF][PDF] The pricing of temperature futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - core.ac.uk
This paper analyzes observed prices of US temperature futures at the Chicago Mercantile
Exchange (CME). Results show that an index modeling approach without detrending …

[PDF][PDF] The pricing of temperature futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - Journal of Banking & Finance - pdfs.semanticscholar.org
The pricing of temperature futures at the Chicago Mercantile Exchange Page 1 . The pricing of
temperature futures at the Chicago Mercantile Exchange Journal of Banking & Finance 34 (6) …

[引用][C] The pricing of temperature futures at the Chicago Mercantile Exchange.

G Dorfleitner, M Wimmer - Journal of banking and finance, 2010 - dialnet.unirioja.es

The pricing of temperature futures at the Chicago Mercantile Exchange

G Dorfleitner, M Wimmer - Journal of Banking & Finance, 2010 - epub.uni-regensburg.de
This paper analyzes observed prices of US temperature futures at the Chicago Mercantile
Exchange (CME). Results show that an index modeling approach without detrending …