Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme
John Hua Fan,
Eduardo Roca () and
Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics
Keywords: Hedging; Conditional hedge ratio; Carbon market; CO2; Emissions trading; Risk management (search for similar items in EconPapers)
JEL-codes: G00 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:gri:fpaper:finance:201009
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