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implied weather

by finartcialist

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1.
implied weather 01:59

about

# Implied weather - finartcialist

As presented at ICAD2023 in Sweden : icad2023.icad.org

## finartcialist ?

FINARTCIALIST is a project dedicated to exhausting the grip of finance and the markets on our collective imaginations.

## Implied weather ?

What weather is implied by the market for weather derivatives? What information can we infer from the prices of weather derivatives?

This work-in-progress makes use of granular synthesis to study the number of heating degree days (HDD) in New York City, in February 2023.

HDDs are a way to measure the number of days for a given period that the temperature requires heating buildings. See more on Wikipedia: en.wikipedia.org/wiki/Heating_degree_day

This work compares the normal number of HDD for NYC in February to the number predicted in January 2023 by the markets for the next month, February 2023 - and finally, we will listen to the actual number of HDD.

The sample is based on a home-made recording of a electrical oven being heated up.

The pitch of the sample is adjusted to the number of HDD of the data point being consumed.

## Data sources

Weather (normal and actual): www.nyserda.ny.gov/About/Publications/Energy-Analysis-Reports-and-Studies/Weather-Data/Monthly-Cooling-and-Heating-Degree-Day-Data#NewYorkCity

Weather derivatives: CME daily bulletin archives - www.cmegroup.com/market-data/daily-bulletin.html (accessible with a free account on the FTP server)

## Granular synthesis sources

Work based on csound.com/docs/manual/syncgrain.html

credits

released June 27, 2023

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finartcialist Montreal, Québec

art. finance.

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