Pricing & Structuring Weather Derivative and Risk Transfer Deals
Below are a selection of articles and papers discussing pricing & structuring weather risk management and weather derivatives deals.
Many of these articles and papers are in PDF format and will require you to download Acrobat Reader. 
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Pricing weather derivatives using the indifference pricing approach 
Paper from the Society of Actuaries
Weather Derivative Structuring and Pricing: Application to the case of Maple Syrup Industry in Quebec
Research thesis
A stochastic daily mean temperature model for weather derivatives
Paper from the National Weather Center Research Experiences for Undergraduates Program
Statistical Analysis of Asian Weather Derivatives
Paper from Institute for Statistics and Econometrics CASE - Center for Applied Statistics and Economics
The pricing of temperature futures at the Chicago Mercantile Exchange
Paper by Gregor Dorfleitner and Maximilian Wimmer
Pricing of Asian temperature risk
Discussion paper by Fred Benth, Wolfgang Karl Härdle and Brenda López Cabrera
Optimal Design of Weather Bonds
Paper by Wei Xu, Martin Odening and Oliver Mußhoff
First Published 2008
Spatial Aggregation and Weather Risk Management
Paper by Joshua D. Woodard and Philip Garcia
First Published Aug 2007
Modeling and Pricing Rain Risk
Paper by Oliver Mußhoff, Martin Odening, and Wei Xu
First Published Aug 2006
Pricing Summer Days Options by Good - Deal Bounds
Paper by Kanamura, Takashi and Ohashi, Kazuhiko of Hitotsubashi University
First Published Nov 2007
A Spatial Approach to Addressing Weather Derivative Basis Risk: A Drought Insurance Example
Paper by Nick Paulson and Chad Hart of Iowa State Uni
First Published Jul 2006
Weather
Derivative Pricing and the Spatial Variability of US Temperature
Trends
Paper by Stephen Jewson and Anders Brix
of Risk Management Solutions
First Published April 2004
Weather
Derivative Pricing and the Distributions of Standard Weather Indices
on US Temperatures
Paper by Stephen Jewson of Risk Management
Solutions
First Published April 2004
Weather
Derivative Pricing and the Year Ahead Forecasting of Temperature
Part 1: Empirical Results
Paper by Stephen Jewson and Anders Brix
of Risk Management Solutions
First Published April 2004
Weather
Derivative Pricing and the Year Ahead Forecasting of Temperature
Part 2: Theory
Paper by Stephen Jewson of Risk Management
Solutions
First Published April 2004
Weather
Derivative Pricing and the Potential Accuracy of Daily Temperature
Modelling
Paper by Stephen Jewson of Risk Management
Solutions
First Published April 2004
A
Preliminary Assessment of the Utility of Seasonal Forecasts for
the Pricing of U.S. Temperature Based Weather Derivatives
Paper by Stephen Jewson of Risk Management
Solutions
First Published April 2004
Fair
Pricing of Weather Derivatives
Paper by Eckhard Platen and Jason West
First Published October 2003
Model
Risk in the Pricing of Weather Derivatives
Paper by Olivier Roustant, Jean-Paul
Laurent, Xavier Bay, Laurent Carraro
First Published September 2003
A
Comparison Of Different Approaches To Forecasting The Spot Price
At Maturity And The Pricing Of Weather Derivatives
Paper by Teddy Oetomo and Max Stevenson,
University of Sydney
First Published August 2003
The
Price of Power: The Valuation of Power and Weather Derivatives
Paper by Craig Pirrong and Martin Jermakyan
First Published June 2000
Pricing
the Weather
Article by Melanie Cao and Jason Wei
from Risk Magazine
First Published May 2000
Benchmark
Pricing of Weather Derivatives
Paper from the University of Technology,
Sydney
On
Modelling and Pricing Weather Derivatives
Paper from KTH Royal Institute of Technology
Pricing
weather derivatives by marginal value
Paper by Mark Davis, Dept of Mathematics,Imperial
College London
Valuing Power and Weather Derivatives on a Mesh Using Finite Difference
Methods
Paper by Craig Pirrong, Olin School of
Business, Washington University
Valuation
of weather derivatives
Presentation by Weather Risk Advisory
(requires Microsoft Power Point)
Equilibrium
Valuation of Weather Derivatives
Paper from the Faculty of Management,
University of Toronto
Weather
derivatives: Instruments and Pricing Issues
Paper from Financial Engineering Associates
Pricing
Weather Derivatives
Article from Derivatives Strategy Magazine
Valuation
of Weather Derivatives Using Monte Carlo Simulation
Article from Zanders Partners
Weather
Derivatives - Pricing and Hedging
Article by Izzy Nelken of Super Computer
Consultng
The Fledgling Weather Market Takes Off Part 5:The Dischel D1 Stochastic
Temperature Model For Valuing Weather Futures and Options
Article from Applied Derivatives Trading
A
Calculus of Risk
Article from Scientific American
