Mentioned in ?
References in periodicals archive ?
The company is a leading liquidity provider on CBOT, ICE and NYMEX, ranking number one amongst its peers in numerous derivatives contracts across biofuels, emissions, commodity index products, crude oil, natural gas, natural gas liquids (NGLs), metals, petrochemicals and refined products, power, proppants, soft commodities, and weather derivatives.
In the study, the researchers examined the value of publicly traded electric and gas utilities in the United States both before and after a weather derivatives market opened in the late 1990s.
The new unit will enhance Munich Re's diversification in the field of weather derivatives, since it covers additional regions and sectors.
Among the topics are differential equations, binary and ordinal data analysis in economics, modeling temperature for pricing weather derivatives, fractional calculus and its applications, and Markov-jump stochastic models for tropical convection.
Mark Rueegg, chief executive of CelsiusPro, a Swiss company that writes weather derivatives, says he's noticed "significant growth" in the instruments since his company began trading them in 2008.
ENERGY RESOURCE-6 April 2009-CME Group Acquires Hurricane Index, Notes Growth in Weather Derivatives Market(C)2009 JeraOne - http://www.
As demonstrated by the survey, only one in 10 respondents had used weather derivatives, but of those, 86 percent found them useful.
Nephila is a specialist alternative investment manager working with insurance-based instruments such as insurance-linked securities, catastrophe bonds, insurance swaps and weather derivatives.
It also covers: deregulation efforts and consequences; trading contracts; weather derivatives and weather insurance; force majeure case law; renewable energy credits; hedge fund trading in the energy markets; securities litigation; income tax issues; and, selling production tax credits.
Jens is a well recognized weather derivatives expert and we're excited to be offering our European clients a direct WeatherBill contact in the UK," says Friedberg.
Weather derivatives appeal to businesses (including insurance firms) that could be adversely affected by unanticipated weather swings in the same way that interest rate or foreign exchange rate futures and options appeal to businesses (including insurance firms) that could be adversely affected by unanticipated changes in interest rates or foreign exchange rates.