The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems

Shanglei Chai, P. Zhou

Year of publication:	October 2018
Authors:	Chai, Shanglei ; Zhou, Peng
Published in:	Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 76.2018, p. 64-75
Subject:	Carbon price \| CVaR \| Downside risk \| Hedging strategy \| Risk measurement \| Hedging \| Treibhausgas-Emissionen \| Greenhouse gas emissions \| Emissionshandel \| Emissions trading \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risikomaß \| Risk measure \| Risiko \| Risk

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