Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme
John Hua Fan, Eduardo Roca and Alexandr Akimov
| Year of publication: |
2014
|
|---|---|
| Authors: | Fan, John Hua ; Roca, Eduardo ; Akimov, Aleksandr V. |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 39.2014, 1, p. 73-91
|
| Subject: | carbon market | CO2 | conditional hedge ratio | hedging | emissions trading | risk management | Emissionshandel | Emissions trading | Hedging | EU-Staaten | EU countries | Treibhausgas-Emissionen | Greenhouse gas emissions | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Warenbörse | Commodity exchange |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010353551