Dear Wilmott community,I am currently trying to price weather derivatives using Monte Carlo simulation.I would like to know more about modelling underlyings evolution such as temperature and above all I would like to know where I could find historical data of temperatures for a given country and for FREE which is quite hard to find.If anyone has previous experience about the topic I'd be glad to talk about this to learn from this experience.Thank you for your help,Sheikran

I too would be very pleased to hear any information on this.

Dear outrun,Thank you for your help.Do you know where I can find more specifically historical date for CDD and HDD?(and do you know if excel files of these historical are available?maybe you have some...?)Again , thanks for your help,Sheikran

drf data is in *pdf as well; pdf box has all the tools you'll need to posture the data as you'd like it

Thank you very much to all of you for your help..If anyone has additional comments to make about weather derivatives pricing models or any additional advice concerning data please feel free to post or to attach your file to the post so that everyone can benefit of it.Cheers

Most of the historical weather information in US can be purchased from NOAA/NCDC. You might even get free data for some locations.

Hello! I understand that this thread is a few years old but it seems the most relevant.I'm looking for some (free ideally!) historical data on weather derivatives prices. I've found temperature data that I'm currently using but I'm hoping to model prices, and finding that information has been difficult. Just some pointers to where some of this data could be found would be brilliant, I've been looking for weeks online and getting stuck.Any help would be greatly appreciated! Thanks.

With the caveat that I have done some low level academic research on weather derivatives and correlation analysis of weather and electricity demand but am far from an expert: When you say "model prices", could you be more specific? Are you talking about the underlying distribution function of temperature as measured by CDD/HDD, or are you looking at stochastic events like hurricanes etc.? Furthermore, are you trying to replicate market prices (e.g. CME Weather Derivatives)? As an aside, in my experience, since the market is relatively thin, and participants, including CME, are looking for greater volume and exposure, you will find many of them to be quite helpful in directing you to data sources and the like.