A scenario-based integrated approach for modeling carbon price risk

Zili Zhu (), Paul Graham, Luke Reedman () and Thomas Lo

Decisions in Economics and Finance, 2009, vol. 32, issue 1, 35-48

Keywords: Carbon trading; Carbon-price; Real-option; Forecasting; Scenario analysis; Mean-reversion models; C63 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (8)

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DOI: 10.1007/s10203-009-0086-7

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