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On fair pricing of emission-related derivatives

Juri Hinz and Alex Novikov

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Abstract: Tackling climate change is at the top of many agendas. In this context, emission trading schemes are considered as promising tools. The regulatory framework for an emission trading scheme introduces a market for emission allowances and creates a need for risk management by appropriate financial contracts. In this work, we address logical principles underlying their valuation.

Date: 2010-11
New Economics Papers: this item is included in nep-ene, nep-env and nep-rmg
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Citations: View citations in EconPapers (10)

Published in Bernoulli 2010, Vol. 16, No. 4, 1240-1261

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http://arxiv.org/pdf/1011.5792 Latest version (application/pdf)

Related works:
Working Paper: On Fair Pricing of Emission-Related Derivatives (2009) Downloads
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