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by AF Garcia - Cited by 7

http://www.hec.unil.ch/cms_mbf/master_thesis/0004.pdf

1 This case was prepared by Scott Harrington and Greg Niehaus of the ..... These contracts were sold in the over-the-counter (OTC) market by firms such as Enron. ... How could they structure a weather derivative to cover the exposure? ...

http://www.hec.unil.ch/isa/RiskMan03/UGG_Case.pdf

Enron took an active approach to marketing weather derivatives to end-users. ...... The impact of extreme weather events can in many cases by managed by ...

http://www.actuaries.org.uk/__data/assets/pdf_file/0020/18722/Ross.pdf

settled weather-linked derivative contract was transacted between Enron and Koch .... company is protected against adverse weather (e.g. in the case of ...

http://www.actuaries.org.uk/__data/assets/pdf_file/0011/20072/sayers.pdf

Enron was to a large extent the creator of the weather derivatives market ...... Derivatives: A Case Study. Universit´e de Lausanne Ecole des Hautes Etudes ...

http://www.actuaries.asn.au/IAA/upload/public/fsf06_paper_tindall_weather derivatives.pdf

27 Mar 2008 ... transaction in 1996 – Enron and Energy-Koch . HDD swap – Milwaukee, winter ... operates electronic exchange for weather derivatives. .... Case Study: Box Office Returns. Study undertaken by WeatherBill ...

http://www.actuaries.asn.au/IAA/upload/public/FSF08_3e_Tindal.pdf

This case was prepared from field research by Mari Capestany and Professors ..... Market makers in weather derivatives included Enron, Koch Energy Trading, ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID274195_code170891.pdf?abstractid=274195&rulid=92056&mirid=1

Enron Corporation's Weather Derivatives (B). TO ACCESS THIS DOCUMENT ... If you would like to read the full document, click on “Buy Case Now” to be ...

http://papers.ssrn.com/sol3/Delivery.cfm/UVA-F-1300.pdf?abstractid=909682&mirid=1

by A Stoppa - Cited by 30

http://www.ecostat.unical.it/2003agtradeconf/Contributed papers/Stoppa and Hess.PDF

by P Brockett - Related articles

http://www.actuaries.org/ASTIN/Colloquia/Manchester/Presentations/Brockett.pdf

In case you were wondering, yes you can buy derivatives on the weather (see attached ... Link: Enron weather derivatives information See: ...

http://sulawesi.tepper.cmu.edu/teach/phd722/Assign_1.pdf

5 A Primer on Weather Derivatives. 169 as correcting human recording errors, harmonizing data in case of a change in the measurement device, desaisonalizing ...

http://www.springerlink.com/index/LH16719168126042.pdf

Enron, Koch Industries, Southern Energy, Aquila and Castlebridge Weather ...... In the case with only commodity derivatives, the optimal payoff function has ...

http://www.springerlink.com/index/n23635t42w286575.pdf

ultimately be considered a case in which the market worked to ferret out ..... Koch Industries and Enron pioneered the market for weather derivatives in ...

http://www.financialdecisionsonline.org/current/clayton.pdf

by F AudeA leader and pioneer in weather derivatives was Enron Corporation, through .... mentioned before, we will focus in our memoire on the case of North America ...

http://www.enseignement.polytechnique.fr/economie/chaire-business-economics/RetaureauFilippirapportcomplet.pdf

by J Pollard - 2008 - Cited by 8

http://eprints.gla.ac.uk/5226/1/5226.pdf

unexpected weather conditions. To manage this risk, two power companies, Enron and Koch, negociated the first weather derivative swap contract in 1997. ...

http://hal.archives-ouvertes.fr/docs/00/17/91/88/PDF/weathderiv_utility.pdf

by H Hamisultane - 2008 - Related articles

http://hal.archives-ouvertes.fr/docs/00/35/58/56/PDF/wpaper0801.pdf

by M Cao - Cited by 10

http://www.yorku.ca/mcao/cao_wei_weather_CIR.pdf

energy industry in the US with the first weather derivative security issue taking place in. August 1996 between Enron and Florida Power and Light for a ...

http://www.wine-economics.org/workingpapers/AAWE_WP05.pdf

by A Cornford - Cited by 3

http://www.g24.org/cornford.pdf

by A Cornford - Cited by 3

http://www.g24.org/un-cor04.pdf

weather derivative deals that Enron offers today, see box, p. 31. ... In most cases, the term “weather risk” relates to a company's volumetric ...

http://www.analyticalq.com/published/weather.pdf

satisfactory results in the case of the weather derivatives for which the ... To manage this risk, two power companies, Enron and Koch, negotiated the first ...

http://www.informaworld.com/index/911118089.pdf

Energy, Enron and Castlebridge Weather Markets. .... In the case of a standard HDD swap, the parties agree on a given strike of HDDs for the period, and the ...

http://www.informaworld.com/index/8LTJNX40C1Q8DXMA.pdf

by P Barrieu - Cited by 9

http://www.algorithmics.com/EN/media/pdfs/WeatherDerivatives.pdf

by P Alaton - Cited by 107

http://www.math.kth.se/matstat/fofu/reports/weather.pdf

by JE BlomAfter the general part about weather derivatives a case study will be ...... and high premiums on weather derivatives, companies like Enron and Koch (via ...

http://bora.nhh.no/bitstream/2330/2323/1/Blom 2009.pdf

weather derivative. It goes on to trade coal, pulp, paper, plastics, .... Another dimension of the Enron case is the role that deregulation of electric ...

http://redalyc.uaemex.mx/redalyc/pdf/395/39521802.pdf

by D Ellithorpe - Cited by 6

http://www.climetrix.org/WeatherMarket/SelectedArticles/WeatherDerivatives.pdf

by J West - 2002 - Cited by 2

http://www.qfrc.uts.edu.au/conferences/qmf2002/West_J.pdf

by R DODD - 2002 - Cited by 3

http://www.challengemagazine.com/Challenge interview pdfs/Dodd.pdf

by JM Geyser - 2004 - Related articles

http://ageconsearch.umn.edu/bitstream/9490/1/43040444.pdf

of weather-related derivative instruments that have arisen since the mid 1990s. ... managing weather risk. The collapse of Enron and the general demise of ... In the case of merchant power generators, weather risk is associated with the ...

http://www.climetrix.com/WeatherMarket/SelectedArticles/RJRuddenRpt081502.pdf

by B Mizrach - Cited by 1

http://snde.rutgers.edu/pubs/[28]-2006_RQFA.pdf

Enron and Koch: Enron bought protection against warm winter in Milwaukee .... Weather derivatives as hedging tools. Case: Bombardier's hedge against low ...

http://www.hfconferences.ca/aic/pdfs/Jason Wei, Rotman School of Business.pdf

by J Svec - Related articles

http://forecasters.org/submissions09/SvecJiriISF2009.pdf

We are a couple of people who have no connection to the Enron case. ... Weather derivatives started by Enron and Koch Industries in 1996 for a swap in the ...

http://blog.kir.com/archives/Heartland Institute Letter 092506.pdf

by R Bassett - Related articles

http://www.cato.org/pubs/pas/pa469.pdf

Enron is an energy and communications company primarily engaged in: – the marketing of gas, electricity, pulp and paper, bandwidth and weather derivatives ...

http://ec.europa.eu/competition/mergers/cases/decisions/m2196_en.pdf

and editor of four editions of Case Studies in Finance: Managing for Corporate Value ..... “Enron Corporation's Weather Derivatives (A)” (UVA-F-1299) ...

http://faculty.darden.virginia.edu/brunerb/Bruner_PDF/Case Studies by RFB Sept 2004.pdf

“The Leveraged Restructuring as a Takeover Defense: The Case of American Standard,” ..... “Enron Corporation's Weather Derivatives (A)” (UVA-F-1299) ...

http://faculty.darden.virginia.edu/brunerb/Bruner_PDF/RFBVITA_v99_January9_2009.pdf

including weather derivatives. 20. Enron Online, created in late 1999, .... excessive salaries as was the case at Enron without impacting the income ...

http://www2.resbank.co.za/internet/Publication.nsf/LADV/5E46BFE74777BDE742256D24004D1523/$File/Annexure_D1.pdf

seem to stay there for very long and in Enron's case the fall from ..... weather derivatives. Her start up, within two years, had written $1 billion in ...

http://www.franklincollege.edu/pwp/jporter/Enron Case Study.pdf

The people at Enron were smart, but not as smart as they thought they were. They tried to trade it all: energy, "weather derivatives," broadband access, ...

http://kwrintl.com/PDF/repbank.pdf

Enron Corp. has been described as the biggest business surprise of the past 10 .... space advertising, credit risk and derivative instruments on weather. ...

http://www.management.ase.ro/reveconomia/2009-2s/10.pdf

by BG Dharan - Cited by 3

http://www.ruf.rice.edu/~bala/files/dharan_testimony_enron_accounting.pdf

Though weather derivatives are new financial products developed by Enron Corp. in 1997, ..... this case [71 because each xi and Yk belong to only one ...

http://ieeexplore.ieee.org/iel5/10917/34366/01639615.pdf?tp=&isnumber=&arnumber=1639615

cause great disprofits, if not hedged accordingly (e.g. ENRON,. TXU-Europe). ..... Europe the weather derivative market is not mature yet, so that ... In case of an unplanned unavailability of a power plant, the ...

http://ieeexplore.ieee.org/iel5/4488177/4524335/04524617.pdf?arnumber=4524617

Case 40 (Class Discussion): Enron Corporation's Weather Derivatives. Last day to withdraw a course with an automatic W. Case 8 (Group Presentation): Padget ...

http://www.uttyler.edu/cbt/documents/FINA4390.001-Spring2009Syllabi.pdf