Browsing by Author "Hinz, Juri"

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Browsing by Author "Hinz, Juri"

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  • Borovkov, K; Decrouez, G; Hinz, Juri (Taylor & Francis Inc, 2011)
    Mandatory emission trading schemes are being established around the world. Participants of such market schemes are always exposed to risks. This leads to the creation of an accompanying market for emission-linked derivatives. ...
  • Carmona, R; Fehr, M; Hinz, Juri; Porchet, A (Siam Publications, 2010)
    This paper is concerned with the mathematical analysis of emissions markets. We review the existing quantitative analyses on the subject and introduce some of the mathematical challenges posed by the implementation of the ...
  • Hinz, Juri; Novikov, Alex (the Bernoulli Society for Mathematical Statistics and Probability,, 2010)
    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 ...
  • Carmona, R; Fehr, M; Hinz, Juri (Siam Publications, 2009)
    To meet the targets of the Kyoto Protocol, the European Union established the European Emission Trading Scheme, a mandatory market for carbon emission allowances. This regulatory framework has introduced a market for ...
  • Carmona, R; Hinz, Juri (INFORMS, 2011)
    T he existence of mandatory emission trading schemes in Europe and the United States, and the increased liquidity of trading on futures contracts on CO2 emissions allowances, led naturally to the next step in the ...