Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme
| Year of publication: |
2010-09
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| Authors: | Fan, John Hua ; Roca, Eduardo ; Akimov, Alexandr |
| Institutions: | Department of Accounting, Finance and Economics, Griffith Business School |
| Subject: | Hedging | Conditional hedge ratio | Carbon market | CO2 | Emissions trading | Risk management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Classification: | G00 - Financial Economics. General |
| Source: |
Persistent link: https://www.econbiz.de/10008456256