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Weather Derivatives: Market Information and Data Access

Article Quant Q&A · Author: mic
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Summary

The document asks how the weather derivatives market is organized, how participants share information, and where historical data can be obtained. Its answer is limited: market information is largely not public, and data generally require paid access. It points readers toward a published guide on weather risk management as a source for further background.

The response offers no description of market structure, trading venues, information flows, contract design, or historical database providers beyond mentioning a resource the questioner already knew. It gives no data examples or analysis, so readers should treat it as an access-oriented pointer rather than a practical account of the market. Its main takeaway is that researching weather derivatives may be constrained by limited public information and the cost of data.

Key ideas

  • Weather derivatives market information is described as largely unavailable to the public.
  • Historical data are generally not free, according to the response.
  • A published guide to weather risk management is suggested as a source for further study.
  • The document does not explain market organization, information sharing, or specific data sources in detail.

Tags

CommoditiesDerivatives pricing
Full text
# Information on Weather Derivatives


# Information on Weather Derivatives












I am looking for relevant information on the organization of the Weather Derivatives market. How is it organized? How information is shared? Where can we find historical database?

I am aware of the CMEgroup ressource.

## Answer by andrew.paul.acosta (score 1)

https://quant.stackexchange.com/a/23182

Most of the information is not publicly available, nor are the data free of charge. One of the better sources is Kenny Tang's book,

> Tang, K., Ed. (2010). Weather Risk Management: A guide for corporations, hedge funds and investors, Risk Books. ISBN-13: 9781904339687

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.