Data · dataset · 2019
Data for: Approaching rainfall-based weather derivatives pricing and operational challenges
Listed in Teesside University Research Data Repository
These files contain the data and calculations used to approach the pricing and operational challenges explored in this article.
Description
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.
Links
Where it is published
- DOI doi.org/10.17632/pymj6hc4th.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance · Engineering · Finance · Humanities · Life Sciences · Ocean & Atmospheric Science · Social Science
- Inferred from text
- Simulation 75%
Provenance · 1 source records, 13 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/pymj6hc4th.1 | 9 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| concepts[field].anzsrc:field:350202 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Finance'] |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:engineering | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:humanities | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:ocean-atmospheric | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:social-science | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[method].local:method:simulation | enrichment · researchdata tees ac uk | keyword-concept-rules@1.0.0 | title+description (75%) |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license_text | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |