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    The Bermuda Triangle: electricity, weather and insurance derivatives

    Geman, Hélyette (2000) The Bermuda Triangle: electricity, weather and insurance derivatives. Journal of Alternative Investments 3 (1), pp. 61-69. ISSN 1520-3255.

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    Deregulation of electricity markets, well under way in the United States, has created an environment of severe competition for the U.S. utilities and gas producers, and will probably put European utilities under the same pressure once the Directives on gas and electricity deregulation become effective over the continent. This article offers a brief review of the development of several forms of weather, electricity, and insurance derivatives as well as the theoretical and mathematical basis for futures and option models on particular forms of these derivatives.


    Item Type: Article
    School: Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
    Depositing User: Sarah Hall
    Date Deposited: 15 Jun 2020 13:10
    Last Modified: 02 Aug 2023 18:00


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