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~person:"Nakajima, Katsushi"
~source:"repec"
~subject:"Derivative"
~subject:"United States"
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Commodity prices
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Emission Allowance as a Derivative on Commodity-Spread
Nakajima, Katsushi
;
Ohashi, Kazuhiko
- In:
Asia-Pacific Financial Markets
20
(
2013
)
2
,
pp. 183-217
options on the spread of the commodities. Using the formula, we obtain a
hedging
strategy for emission allowance trading. We …
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