**OUR
BOOK ON WEATHER DERIVATIVES PRICING:**

**Weather
Derivative Valuation, by Stephen Jewson and Anders Brix, with Christine
Ziehmann **

**(follow
one of these links to purchase: Cambridge
Univ Press-US, Cambridge
Univ Press-UK, Amazon.com,
Amazon.co.uk)**

**Profits
from the sales of this book are donated to Centrepoint, a charity for socially
excluded young people in London. **

__Articles__

(128) X (2010): X: x

(127) S. Jewson (2013): **A Simple Method for Eliminating
Double Counting in Multi-Model Ensemble Forecasts: **https://www.academia.edu/4440585/_127_A_Simple_Method_for_Eliminating_Double_Counting_in_Multi-Model_Ensemble_Forecasts

(126) K. Coughlin, E. Bellone, T. Laepple, S. Jewson and K.
Nzerem (2009): **A relationship between all Atlantic hurricanes and those
that make landfall in the USA**: QJRMS, Vol 135,
Issue 639, pages 371-379, 2009

(125) A. Bonazzi, S. Cusack, C. Mitas and S. Jewson (2012):
**The spatial structure of European wind storms as characterized by bivariate
extreme-value copulas**: NHESS,
Vol 12, page 1769-1782, 2012

(124) S. Khare, A. Bonazzi, N. West, E. Bellone and S.
Jewson (2009): **On the Prediction of Over-Ocean Hurricane Surface Winds and
their Uncertainty**: QJRMS, Vol
135, Issue 642, pages 1350-1365, July 2009, Part A

(123) S. Jewson and E. Hawkins (2010): **Uncertain
Climate Forecasts from Multi-Model Ensembles: When to Use Them and When to
Ignore Them**: http://arxiv.org/pdf/1006.5327v1

(122) S. Jewson, D. Rowlands and M. Allen (2009): **Objective Climate Model Predictions Using Jeffreys' Prior: the General
Multivariate Normal Case**: http://arxiv.org/pdf/1005.3907

(121) S. Jewson, D. Rowlands and M. Allen (2009): **Objective Probabilistic Forecasts of Future Climate Based on Jeffreys'
Prior: the Case of Correlated Observables**: http://arxiv.org/pdf/1005.2354

(120) S. Jewson and E. Hawkins (2009): **Improving Uncertain Climate Forecasts Using a New Minimum Mean Square
Error Estimator for the Mean of the Normal Distribution**: http://arxiv.org/pdf/0912.4395

(119) S. Jewson and E. Hawkins (2009): **Improving the expected accuracy of forecasts of future climate using a
simple bias-variance tradeoff**: http://arxiv.org/pdf/0911.1904

(118) S. Jewson and E. Hawkins (2009): **CMIP3 ensemble spread, model similarity, and climate prediction
uncertainty**: http://arxiv.org/pdf/0909.1890

(117) S. Jewson, D. Rowlands and M. Allen (2009): **A new method for making objective probabilistic climate forecasts from
numerical climate models based on Jeffreys' Prior**:
http://arxiv.org/pdf/0908.4207

(116) S. Jewson (2008): **Closed-form expressions for the
pricing of weather derivatives: the expected payoff for t-distributed indices**:
http://ssrn.com/abstract=1212528

(115) S. Jewson (2008): **Weather derivative pricing and
the modelling of trends: objective Bayesian versions of the flat-line, linear
trend and damped linear trend models**: http://ssrn.com/abstract=1212523

(114) Laepple, T., S. Jewson and K. Coughlin (2007): **Interannual temperature predictions using the
IPCC multi-model ensemble mean**: *GRL, submitted,* 114.pdf

(113) Jewson, S., E. Bellone, S. Khare, T. Laepple,
M. Lonfat, K. Nzerem, A. OShay, J. Penzer, K. Coughlin
(2007): **5 Year Prediction of the Number of Hurricanes Which Make US
Landfall**: book chapter in __Hurricanes and Climate Change,__ editor J.
Elsner, 113.pdf

(112) Hall, T. and Jewson, S. (2007): **Comparison of
Local and Basin-wide methods for Risk Assessment of Tropical Cyclone Landfall**:
*Journal of Applied Meteorology and Climatology, 112.pdf*

(111) Hall, T. and Jewson, S. (2007): **SST and North
American Tropical Cyclone Landfall: A Statistical Modelling Study**: arXiv:0801.1013

(110) Hall, T. and Jewson, S. (2007): **Statistical
Modelling of North American Tropical Cyclone Tracks**: *Tellus, *110.pdf

(109) Nzerem, K., Jewson, S. and Laepple, T. (2007): **Predicting
landfalling hurricane numbers from sea surface temperature: a theoretical
comparison of direct and indirect approaches**: arXiv:physics/0701176

(108) Laepple, T., Bellone, E., Jewson, S. and Nzerem, K.
(2007): **Correlations between hurricane numbers and sea surface temperature:
why does the correlation disappear at landfall?**: arXiv:physics/0701175

(107) Binter, R., Jewson, S., and Khare, S. (2007): **Statistical
modelling of the relationship between main development region sea surface
temperature and landfalling Atlantic basin hurricane numbers**: arXiv:physics/0701173

(106) Binter, R., Jewson, S., and Khare, S. (2007): **Statistical
modelling of the relationship between main development region sea surface
temperature and Atlantic basin hurricane numbers **: arXiv:physics/0701170

(105) Jewson, S. (2007): **Predicting hurricane numbers
from sea surface temperature: closed-form expressions for the mean, variance
and standard error of the number of hurricanes**: arXiv:physics/0701167

(104) Laepple, T., Jewson, S., Penzer, J., Bellone, E. and
Nzerem, K. (2007): **Predicting landfalling hurricane numbers from basin
hurricane numbers: basic statistical analysis**: arXiv:physics/0701166

(103) Laepple, T. and Jewson, S. (2007): **Five year
ahead prediction of sea surface temperature in the tropical Atlantic: a
comparison between IPCC climate models and simple statistical methods**: arXiv:physics/0701165

(102) Laepple, T., Jewson, S., Meagher, J., O'Shay, A. and
Penzer, J. (2007): **Five year prediction of sea surface temperature in the
tropical Atlantic: a comparison of simple statistical methods**: arXiv:physics/0701162

(101) Nzerem, K., Jewson, S. and Laepple, T. (2006): **Change-point
detection in the historical hurricane number time-series: why can't we detect
change-points at US landfall?**: arXiv:physics/0611107

(100) Jewson, S. and Penzer, J. (2006): **Weather
derivative pricing and the normal distribution: comparing three fitting schemes
using the out-of-sample log-likelihood scoring system**: http://ssrn.com/abstract=944007

(99) Hall, T. and Jewson, S. (2006): **Predicting
hurricane regional landfall rates: comparing local and basin-wide track model
approaches**: arXiv:physics/0611103

(98) Jewson, S. and Penzer, J. (2006): **An objective
change-point analysis of landfalling historical Atlantic hurricane numbers**:
arXiv:physics/0611086

(97) Jewson, S. and Penzer, J. (2006): **An objective
change-point analysis of historical Atlantic hurricane numbers**: arXiv:physics/0611071

(96) Binter, R., Jewson, S., Khare, S., O'Shay, A. and
Penzer, J: (2006): **Year ahead prediction of US landfalling hurricane
numbers: the optimal combination of multiple levels of activity since 1900**:
arXiv:physics/0611070

(95) Hall, T. and Jewson, S. (2006): **Comparing
classical and Bayesian methods for predicting hurricane landfall rates**: arXiv:physics/0611006

(94) Jewson, S. and Penzer, J. (2006): **Weather
derivative pricing and the normal distribution: fitting the variance to
maximise expected predictive log-likelihood**: http://ssrn.com/abstract=911569

(93) Jewson, S., Penzer, J. and Casey, C. (2006): **Year
ahead prediction of US landfalling hurricane numbers: the optimal combination
of long and short baselines for intense hurricanes**: arXiv:physics/0606192

(92) Meagher, J. and Jewson, S. (2006): **Year-ahead
prediction of hurricane season sea surface temperature in the tropical Atlantic**:
arXiv: physics/0606185

(91) Jewson, S. and Penzer, J. (2006): **Estimating
trends in weather series: consequences for pricing derivatives**: submitted
to 'Studies in Non-linear Dynamics and Econometrics'

(90) Jewson, S., Casey, C. and Penzer, J. (2005): **Year
ahead prediction of US landfalling hurricane numbers: the optimal combination
of long and short baselines**: arXiv:physics/0512113

(89) Jewson, S. (2006):**The Modelling of Weather
Derivative Portfolio Risk**: a chapter in 'Risk and Portfolio
Management', a book to be published by Springer Verlag

(88) Khare, S. and Jewson, S. (2005):**Year ahead
prediction of US landfalling hurricane numbers: intense hurricanes**:
arXiv:physics/0512092

(87) Hall, T, and Jewson, S. (2005):**Statistical
modelling of tropical cyclone tracks: non-normal innovations**: arXiv: physics/0512135

(86) Hall, T, and Jewson, S. (2005):**Statistical
modelling of tropical cyclone tracks: modelling cyclone lysis**: arXiv:physics/0512091

(85) Hall, T, and Jewson, S. (2005):**Statistical
modelling of tropical cyclone genesis: a non-parametric model for the annual
distribution**: arXiv:physics/0510203

(84) Hall, T, and Jewson, S. (2005):**Statistical
modelling of tropical cyclone tracks: modelling the autocorrelation in track
shape**: arXiv:physics/0509024

(83) Jewson, S. **Pricing the Weather**: Energy
Risk, August 2005

(82) Jewson, S., and Jones, S. (2005): **"Weather derivatives and
carbon emissions trading"**: a chapter in 'The Finance of Climate
Change', a book published by RiskBooks

(81) Khare, S. and Jewson, S. (2005):**Year ahead
prediction of US landfalling hurricane numbers**: arXiv:physics/0507165

(80) Jewson, S. (2005): **Improving on the empirical
covariance matrix using truncated PCA with white noise residuals**: arXiv:physics/0506055

(79) Jewson,
S. and Whitehead, D. (2005): **Taking the measure of data**:
Environmental Finance, April 2004

(78) Hall, T, and Jewson, S. (2005):**Statistical
modelling of tropical cyclone tracks: a comparison of models for the variance
of trajectories**: arXiv:physics/0505103

(77) Jewson, S. and Khare, S. (2005):**Weather derivative
pricing and the impact of El Nino on US temperature: empirical tests of an
optimal categorical forecasting scheme**: http://ssrn.com/abstract=695744

(76) Hall, T, and Jewson, S. (2005):**Statistical
modelling of tropical cyclone tracks: a semi-parametric model for the mean
trajectory**: arXiv:physics/0503231

(75) Jewson, S. and Penzer, J. (2005):**Weather
derivative pricing and the impact of El Nino on US temperature: the statistics
of optimal categorical predictions**: http://ssrn.com/abstract=653242

(74) Jewson, S. and Penzer, J. (2005):**Weather
derivative pricing and the detrending of meteorological data: three alternative
representations of damped linear detrending**: http://ssrn.com/abstract=653241

(73) Jewson, S. and Penzer, J. (2004):**Weather
derivative pricing and the detrending of meteorological data: a comparison of
predictions based on local and global trend estimates**: http://ssrn.com/abstract=623401

(72) Jewson, S. and Penzer, J. (2004):**Weather
derivative pricing and the detrending of meteorological data: an empirical
evaluation of damped linear detrending**: http://ssrn.com/abstract=623381

(71) Jewson, S. and Penzer, J. (2004):**Weather
derivative pricing and the detrending of meteorological data: closed-form
solutions for the behaviour of a simple decision rule**: http://ssrn.com/abstract=618592

(70) Jewson, S. and Penzer, J. (2004):**Weather
derivative pricing and a preliminary investigation into a decision rule for
detrending":** http://ssrn.com/abstract=618590

(69) Jewson, S. (2004):**Probabilistic forecasting of
temperature: a comparison of four spread regression models**: arXiv:physics/0410053

(68) Jewson, S. (2004):**Probabilistic forecasting of
temperature: measuring the utility of the ensemble spread**: arXiv:physics/0410039

(67) Jewson, S. (2004):**Probabilistic forecasting of
temperature: comments on the Bayesian model averaging approach**: arXiv:physics/0409127

(66) Jewson, S. (2004):**Making use of the information in
ensemble weather forecasts: comparing the end to end and full statistical
modelling approaches**: arXiv:physics/0409097

(65) Jewson, S. (2004):**Probabilistic temperature
forecasting: a summary of our recent research results**: arXiv:physics/0409096

(64) Jewson, S. (2004):**Arbitrage pricing of weather
derivatives and the stochastic process for the expectation of non-linear
weather indices**: http://ssrn.com/abstract=593317

(63) Jewson, S. (2004):**Closed-form expressions for the
pricing of weather derivatives: the payoff variance for gamma distributed
indices**: http://ssrn.com/abstract=576662

(62) Jewson, S. (2004):**Closed-form expressions for the
pricing of weather derivatives: the expected payoff for gamma distributed
indices**: http://ssrn.com/abstract=576661

(61) Jewson, S. and Penzer, J. (2004): **Following the
trend**, a review of our recent work on detrending, submitted to Risk Magazine

(60) Jewson, S. (2004): **The inaccessibility of
meteorological journals to the private sector**: a letter to the Royal
Meteorological Society

(59) Jewson, S. and Penzer, J. (2004):**Weather
derivative pricing and the interpretation of linear trend models**: http://ssrn.com/abstract=563962

(58) Jewson, S. and Penzer, J. (2004):**Optimal year
ahead forecasting of temperature in the presence of a linear trend, and the
pricing of weather derivatives**: http://ssrn.com/abstract=563943

(57) Jewson, S. and Penzer, J. (2004):**Closed form
expressions for the uncertainty from linear detrending, and the pricing of
weather derivatives**: http://ssrn.com/abstract=561841

(56) Jewson, S. (2004): **Weather derivatives and weather
derivative pricing**: to
appear in FSR Forum

(55) Jewson, S. (2004): **Introduction to weather
derivative pricing, **submitted to JAI, http://ssrn.com/abstract=557831

(54) Jewson, S. and Brix. A. (2004): **"Weather derivative pricing and
the spatial variability of US temperature trends":** http://ssrn.com/abstract=535924

(53) Jewson, S. (2004): **"Weather derivative pricing and the
normality of standard US temperature indices":** http://ssrn.com/abstract=535982

(52) Jewson, S. (2004): **"Weather derivative pricing and the year
ahead forecasting of temperature part 2: theory":** http://ssrn.com/abstract=535143

(51) Jewson, S. and Brix, A. (2004): **"Weather derivative pricing and
the year ahead forecasting of temperature part 1: empirical results":** http://ssrn.com/abstract=535142

(50) Jewson, S. (2004): **"Weather derivative pricing and the
potential accuracy of daily temperature modelling":** http://ssrn.com/abstract=535122

(49) Jewson, S. (2004): **"Convergence of the distribution of payoffs
for portfolios of weather derivative options":** http://ssrn.com/abstract=531043

(48) Jewson, S. (2004): **"A preliminary assessment of the utility of
seasonal forecasts for the pricing of U.S. temperature based weather
derivatives":** http://ssrn.com/abstract=531062

(47) Jewson, S. (2004): **"The relative importance of trends,
distributions and the number of years of data in the pricing of weather
options":** http://ssrn.com/abstract=516503

(46) Jewson, S., Ambaum, M. and Ziehmann, C. (2004): **"Singular
vector ensemble forecasting systems and the prediction of flow dependent
uncertainty":** arXiv:physics/0402027

(45) Jewson, S. (2004): **"Improving probabilistic weather forecasts
using seasonally varying calibration parameters":** arXiv:physics/0402026

(44) Jewson, S. (2004): **"The application of PCA to weather
derivative portfolios":** http://ssrn.com/abstract=0486503

(43) Jewson, S. (2004): **"Closed-form expressions for the beta of a
weather derivative portfolio" :** http://ssrn.com/abstract=486442

(42) Jewson, S. (2004): **"Closed-form expressions for the pricing of
weather derivatives Part 4: the kernel density" :** http://ssrn.com/abstract=486422

(41) Jewson, S. (2004): **"Comparing the potential accuracy of burn
and index modelling for weather option valuation" :** http://ssrn.com/abstract=486342

(40) Jewson, S. (2004): **"Four methods for the static hedging of
weather derivative portfolios" :** http://ssrn.com/abstract=486302

(39) Jewson, S. (2004): **"The problem with the Brier score" :**
arXiv:physics/0401046

(38) Jewson, S. (2003): **"Weather forecasts, weather derivatives,
Black-Scholes, Feynmann-Kac and Fokker-Planck" :** arXiv: physics/0312125

(37) Jewson, S. (2003): **"Use of the basic and adjusted kernel
densities for weather derivative pricing" :** http://ssrn.com/abstract=481923

(36) Jewson, S. (2003): **"Risk loading and implied volatility in the
pricing of weather options" :** http://ssrn.com/abstract=481905

(35) Temporarily removed

(34) Jewson. S. (2003): **"Closed form expressions for the pricing of
weather derivatives part 3: the payoff variance":** http://ssrn.com/abstract=481902

(33) Jewson, S. (2003): **"Horizon value at risk for weather
derivatives part 2: portfolios" :** http://ssrn.com/abstract=478051

(32) Jewson, S. (2003): **"Horizon value at risk for weather
derivatives part 1: single contracts" :** http://ssrn.com/abstract=477585

(31) Jewson, S. (2003): **"Simple models for the volatility of weather
derivative underlyings": **http://ssrn.com/abstract=477163

(30) Jewson, S., Hamlin J. and Whitehead D. (2003): "Moving Stations and Making Money":Environmental Finance, November 2003 [30.zip

(24) Jewson, S. (2003): **"Moment based ensemble
calibration methods"**: __arXiv:physics/0309042__

(1) Jewson, S. (2000): **"Use of
Meteorological Forecasts at RMS"**:ECMWF conference reports [__01.zip__]