← The Strategy Encyclopedia
Weather Derivatives strategies
7 documented Weather Derivatives strategies from our reference catalogue of 20,000 — names, logic and sources. Catalogued here, tested honestly, and — usually — buried in the graveyard.
Cat bond pricing post-event
HurricaneBoth
Cat bond prices after hurricane events offer event-driven returns
Source: quantpedia.com
Cooling Degree Days futures
HDD/CDDLong/Short
Trade CDD futures for summer cooling demand
Source: quantpedia.com
El Niño/La Niña ENSO futures
ENSOBoth
Trade ENSO Pacific climate index for agriculture/energy
Source: quantpedia.com
Heating Degree Days futures
HDD/CDDLong/Short
Trade HDD futures vs winter forecast for utility hedging
Source: quantpedia.com
Rainfall index futures
RainfallBoth
Hedge agricultural production via rainfall index
Source: quantpedia.com
Snowfall futures
SnowfallBoth
Niche weather contracts for ski resorts/cities
Source: quantpedia.com
Wind speed futures
WindBoth
Hedge wind farm output via wind speed indices
Source: quantpedia.com
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.