On fair pricing of emission-related derivatives

Hinz, J; Novikov, A

On fair pricing of emission-related derivatives

Hinz, J Novikov, A

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Publisher:: the Bernoulli Society for Mathematical Statistics and Probability,
Publication Type:: Journal Article
Citation:: Bernoulli journal, 2010, 16 (4), pp. 1240 - 1261
Issue Date:: 2010-01

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Field	Value	Language
dc.contributor.author	Hinz, J	en_US
dc.contributor.author	Novikov, A https://orcid.org/0000-0001-8529-173X	en_US
dc.date.issued	2010-01	en_US
dc.identifier.citation	Bernoulli journal, 2010, 16 (4), pp. 1240 - 1261	en_US
dc.identifier.issn	1350-7265	en_US
dc.identifier.uri	http://hdl.handle.net/10453/15771
dc.description.abstract	Tackling climate change is at the top of many agendas. In this context, emission trading schemes are considered as promising tools. The regulatory framework for an emission trading scheme introduces a market for emission allowances and creates a need for risk management by appropriate financial contracts. In this work, we address logical principles underlying their valuation.	en_US
dc.publisher	the Bernoulli Society for Mathematical Statistics and Probability,	en_US
dc.relation.ispartof	Bernoulli journal	en_US
dc.relation.isbasedon	10.3150/09-BEJ242	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	On fair pricing of emission-related derivatives	en_US
dc.type	Journal Article
utslib.citation.volume	4	en_US
utslib.citation.volume	16	en_US
utslib.for	1403 Econometrics	en_US
utslib.for	0104 Statistics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.issue	4	en_US
pubs.volume	16	en_US

Abstract:

Tackling climate change is at the top of many agendas. In this context, emission trading schemes are considered as promising tools. The regulatory framework for an emission trading scheme introduces a market for emission allowances and creates a need for risk management by appropriate financial contracts. In this work, we address logical principles underlying their valuation.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/15771