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Description of weather data and exploratory analysis

In: Modeling and Pricing in Financial Markets for Weather Derivatives

Author

Listed:
  • Fred Espen Benth

    (University of Oslo, Norway)

  • Jūratė Šaltytė Benth

    (University of Oslo, Norway)

Abstract

In this Chapter we will describe the weather data used for the empirical analysis throughout the book. The data are typical for what one may obtain from meteorological services worldwide, and our statistical analysis to come will serve as an example on how to deal with these and how to construct and estimate stochastic models for temperature, wind speed and precipitation.

Suggested Citation

  • Fred Espen Benth & Jūratė Šaltytė Benth, 2012. "Description of weather data and exploratory analysis," World Scientific Book Chapters, in: Modeling and Pricing in Financial Markets for Weather Derivatives, chapter 2, pages 17-34, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814401852_0002
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