Data for: Approaching rainfall-based weather derivatives pricing and operational challenges
| Main Author: | MartÃnez Salgueiro, Andrea |
|---|---|
| Other Authors: | Tarrazon-Rodon, Maria-Antonia |
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2019
|
| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/pymj6hc4th |
Daftar Isi:
- These files contain the data and calculations used to approach the pricing and operational challenges explored in this article. Regarding valuation, the calculations followed to price rainfall-based contracts through the Index Value simulation technique are supplied. Concerning the geographical basis risk analysis, the R commands and excel files needed to address the degree and structure of correlation through the copula approach, as well as those required to assess the level of basis risk, measured by RMSE, are provided.