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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 Alexandr Akimov

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)
Date: 2010-09
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Persistent link: https://EconPapers.repec.org/RePEc:gri:fpaper:finance:201009

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