The markets for electricity, gas and temperature have distinctive features, which provide the
focus for countless studies. For instance, electricity and gas prices may soar several …

Rainfall and temperature are important climatic inputs for agricultural production, especially
in the context of climate change. However, accurate analysis and simulation of the joint …

We introduce Sinergym, an open-source building simulation and control framework for
training reinforcement learning agents. The proposed framework is compatible with …

We propose an Ornstein–Uhlenbeck process with seasonal volatility to model the time
dynamics of daily average temperatures. The model is fitted to approximately 45 years of …

Weather derivatives provide a tool for weather risk management, and the markets for these
exotic financial products are gradually emerging in size and importance. This unique …

The paper focuses on the role of climate and weather derivatives (CDs/WDs for short) as
instruments to hedge climate risk. The aim of this paper is twofold:(i) we introduce a copula …

This paper analyzes the weather derivatives traded at the Chicago Mercantile Exchange
(CME), with futures and options written on different temperature indices. We propose to …

The temperature-based Weather Derivative market in Australia is largely illiquid. One of the
barriers to enhancing liquidity and reducing premiums in this market is the uncertainty …

Weather forecasting is crucial to both the demand and supply sides of electricity systems.
Temperature has a great effect on the demand side. Moreover, solar and wind are very …

The aim of this paper is to examine the relationship between weather (temperature) and
stock market returns using daily data from Portugal; also, to examine whether the …