Convenience yields for CO2 emission allowance futures contracts
Szymon Borak; Wolfgang Härdle; Stefan Trück; Rafal Weron
| Year of publication: |
14 Nov. 2006
|
|---|---|
| Authors: | Borak, Szymon ; Härdle, Wolfgang ; Trück, Stefan ; Weron, Rafał |
| Publisher: |
Berlin : SFB 649, Economic Risk |
| Subject: | Derivat | Derivative | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | EU-Staaten | EU countries |
freely available
| Extent: | Online-Ressource, 25 S., Text graph. Darst. |
|---|---|
| Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2006,076 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/25159 [Handle] |
| Classification: | Q28 - Government Policy ; G13 - Contingent Pricing; Futures Pricing ; C19 - Econometric and Statistical Methods: General. Other |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003402284