On fair pricing of emission-related derivatives
Juri Hinz and
Alex Novikov
Papers from arXiv.org
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) 
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1011.5792
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