WIND SPEED MODELLING

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F19%3A00335354" target="_blank" >RIV/68407700:21230/19:00335354 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

WIND SPEED MODELLING

Original language description

Estimation of the used weather index is the key starting point of the analysing and pricing these derivatives’ contracts and lack of stable volatility is the main obstacle to set a model of weather index and perform estimation and pricing. Therefore, the main aim of this article is estimating the wind speed, which can be an underlying asset of weather derivative, according to historical measured data with, time series analysis, autoregression model and Monte Carlo simulations.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

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OECD FORD branch

20704 - Energy and fuels

Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2019

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Proceedings of 14th SDEWES Conference

ISBN

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ISSN

1847-7178

e-ISSN

1847-7178

Number of pages

10

Pages from-to

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Publisher name

SDEWES

Place of publication

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Event location

Dubrovnik

Event date

Oct 1, 2019

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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