On fair pricing of emission-related derivatives

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dc.contributor.author Hinz, J
dc.contributor.author Novikov, A
dc.date.accessioned 2012-02-02T11:02:50Z
dc.date.issued 2010-01
dc.identifier.citation Bernoulli journal, 2010, 16 (4), pp. 1240 - 1261
dc.identifier.issn 1350-7265
dc.identifier.other C1 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.
dc.publisher the Bernoulli Society for Mathematical Statistics and Probability,
dc.relation.isbasedon 10.3150/09-BEJ242
dc.title On fair pricing of emission-related derivatives
dc.type Journal Article
dc.parent Bernoulli journal
dc.journal.volume 4
dc.journal.volume 16
dc.journal.number 4 en_US
dc.publocation UK en_US
dc.identifier.startpage 1240 en_US
dc.identifier.endpage 1261 en_US
dc.cauo.name SCI.Mathematical Sciences en_US
dc.conference Verified OK en_US
dc.for 1403 Econometrics
dc.personcode 991062
dc.personcode 115991
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords emission derivatives; environmental risk en_US
dc.description.keywords emission derivatives
dc.description.keywords environmental risk
dc.description.keywords emission derivatives
dc.description.keywords environmental risk
pubs.embargo.period Not known
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 Sciences
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance


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