Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme
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 | Treibhausgas-Emissionen | Greenhouse gas emissions | EU-Staaten | EU countries | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
-
Mohammad Enamul Hoque, (2023)
-
The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei, (2018)
-
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet, (2016)
- More ...
-
Wahidin, Deni, (2021)
-
Fan, John Hua, (2014)
-
Fan, John Hua, (2010)
- More ...