On fair pricing of emission-related derivatives

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dc.contributor.author Hinz, Juri en_US
dc.contributor.author Novikov, Alex en_US
dc.contributor.editor en_US
dc.date.accessioned 2012-02-02T11:02:50Z
dc.date.available 2012-02-02T11:02:50Z
dc.date.issued 2010 en_US
dc.identifier 2010001485 en_US
dc.identifier.citation Hinz Juri and Novikov Alex 2010, 'On fair pricing of emission-related derivatives', the Bernoulli Society for Mathematical Statistics and Probability,, vol. 16, no. 4, pp. 1240-1261. en_US
dc.identifier.issn 1350-7265 en_US
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. en_US
dc.language en_US
dc.publisher the Bernoulli Society for Mathematical Statistics and Probability, en_US
dc.relation.isbasedon http://dx.doi.org/10.3150/09-BEJ242 en_US
dc.title On fair pricing of emission-related derivatives en_US
dc.parent Bernoulli journal en_US
dc.journal.volume 16 en_US
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 140300 en_US
dc.personcode 115991 en_US
dc.personcode 991062 en_US
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.staffid en_US
dc.staffid 991062 en_US

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