Empirical performance of reduced-form models for emission permit prices
Steffen Hitzemann, Marliese Uhrig-Homburg
| Year of publication: |
2019
|
|---|---|
| Authors: | Hitzemann, Steffen ; Uhrig-Homburg, Marliese |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 22.2019, 3, p. 389-418
|
| Subject: | Emission permits | Price dynamics | Option pricing | Carbon derivatives | Environmental finance | Emissionshandel | Emissions trading | Optionspreistheorie | Option pricing theory | Treibhausgas-Emissionen | Greenhouse gas emissions | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-018-09152-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012311828