Stochastic framework for carbon price risk estimation of real estate : a Markov switching GARCH simulation approach
Cay Oertel and Ekaterina Kovaleva, Werner Gleißner and Sven Bienert
| Year of publication: |
2022
|
|---|---|
| Authors: | Oertel, Cay ; Kovaleva, Ekaterina ; Gleißner, Werner ; Bienert, Sven |
| Published in: |
Journal of property investment & finance. - Bradford : Emerald, ISSN 1470-2002, ZDB-ID 2025925-6. - Vol. 40.2022, 4, p. 381-397
|
| Subject: | Carbon pricing | Generalized autoregressive conditional heteroskedasticity | Markov chain | Monte Carlo simulation | Real estate risk management | Sustainability | Markov-Kette | Monte-Carlo-Simulation | Simulation | Treibhausgas-Emissionen | Greenhouse gas emissions | ARCH-Modell | ARCH model | Theorie | Theory | Immobilien | Real estate | Emissionshandel | Emissions trading | Schätzung | Estimation | Risikomanagement | Risk management | Ökosteuer | Environmental tax | Immobilienpreis | Real estate price | Risiko | Risk | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JPIF-12-2021-0104 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370717