User profiles for S. Jewson

Stephen Jewson

Lambda Climate Research
Verified email at lambdaclimateresearch.com
Cited by 2259

[BOOK][B] Weather derivative valuation: the meteorological, statistical, financial and mathematical foundations

S Jewson, A Brix - 2005 - books.google.com
… As an example of minimum and maximum temperature values, figure 1.1 shows daily
minimum, maximum and average temperatures measured at London’s Heathrow Airport for the …

Statistical modelling of North Atlantic tropical cyclone tracks

TM Hall, S Jewson - Tellus A: Dynamic Meteorology and …, 2007 - Taylor & Francis
… Nonetheless, in regions of rare landfall, historical TCs that merely pass within 100 s of … to
the segment’s orientation, with a maximum rate occurring when the segment’s normal vector is …

[HTML][HTML] The elements of climate variability in the tropical Atlantic region

RT Sutton, SP Jewson, DP Rowell - Journal of Climate, 2000 - journals.ametsoc.org
… Contributions to the variance in three indices of surface wind stress variability: (a) NE trades
index (zonal wind stress averaged over the region 10–20N; 50–10W); (b) cross-equator flow …

Long memory in surface air temperature: detection, modeling, and application to weather derivative valuation

R Caballero, S Jewson, A Brix - Climate Research, 2002 - int-res.com
… company’s revenues. There are a number of financial and commercial reasons why this is
beneficial. Two ingredients are necessary in order to structure a weather derivative contract …

The North Atlantic Oscillation—what role for the ocean?

…, WA Norton, SP Jewson - Atmospheric Science …, 2000 - Wiley Online Library
The extent to which the North Atlantic Oscillation (NAO) is influenced by changes in the
ocean state is an issue that has attracted much recent attention. Although there have been …

Modulation of economic losses from European floods by the North Atlantic Oscillation

…, L Nicotina, AGJ Hilberts, SP Jewson - Geophysical Research …, 2019 - Wiley Online Library
The space‐time structure of flood losses is arguably related to large‐scale climatic patterns;
however, this interconnection is not always well understood. Here we show that the North …

Impact of climate change on European winter and summer flood losses

…, D Stone, A Hilberts, M Wehner, S Jewson - Advances in Water …, 2019 - Elsevier
Climate change is expected to alter European floods and associated economic losses in
various ways. Here we investigate the impact of precipitation change on European average …

[HTML][HTML] Tropical Cyclones and Climate Change: Global Landfall Frequency Projections Derived from Knutson et al.

S Jewson - Bulletin of the American Meteorological Society, 2023 - journals.ametsoc.org
… The parameter values for the fitted distributions for cat03 and cat45 frequency changes are
given in the supporting data (Jewson 2022c). Given these fitted distributions, and correlation …

Predictable winter climate in the North Atlantic sector during the 1997–1999 ENSO cycle

BW Dong, RT Sutton, SP Jewson… - Geophysical …, 2000 - Wiley Online Library
The winters of 1997/98 and 1998/99 were marked by strikingly different weather conditions
over the North Atlantic ocean and adjacent continents. We use a state‐of‐the‐art …

The use of weather forecasts in the pricing of weather derivatives

S Jewson, R Caballero - Meteorological Applications, 2003 - cambridge.org
… For a capped swap with index limits at L1 and L2, a tick of D, and a strike of S, Jewson (2003)
shows that we can integrate the PDF of the index (which we are assuming is normal) …