Weather Forecasting for Weather Derivatives



CFS Working Paper Series:

No.Author(s)Title

2003/48

Martin D. Dietz

Screening and Advising by a Venture Capitalist
with a Time Constraint

2004/01

Ivica Dus

Raimond Maurer

Olivia S. Mitchell

Betting on Death and Capital Markets in
Retirement: A Shortfall Risk Analysis of Life
Annuities versus Phased Withdrawal Plans

2004/02

Tereza Tykvova

Uwe Walz

Are IPOs of Different VCs Different?

2004/03

Marc Escrihuela-Villar

Innovation and Market Concentration with
Asymmetric Firms

2004/04

Ester Faia

Tommaso Monacelli

Ramsey Monetary Policy and International
Relative Prices

2004/05

Uwe Wals

Douglas Cumming

Private Equity Returns and Disclosure around the
World

2004/06

Dorothea Schafer

Axel Werwatz

Volker Zimmermann

The Determinants of Debt and (Private-) Equity
Financing in Young Innovative SMEs: Evidence
from Germany

2004/07

Michael W. Brandt

Francis X. Diebold

A No-Arbitrage Approach to Range-Based
Estimation of Return Covariances and
Correlations

2004/08

Peter F. Christoffersen

Francis X. Diebold

Financial Asset Returns, Direction-of-Change

Forecasting, and Volatility Dynamics

2004/09

Francis X. Diebold
Canlin Li

Forecasting the Term Structure of Government
Bond Yields

2004/10

Sean D. Campbell

Francis X. Diebold

Weather Forecasting for Weather Derivatives

Copies of working papers can be downloaded at http://www.ifk-cfs.de



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