Please use this identifier to cite or link to this item: https://doi.org/10.3150/09-BEJ242
Title: On fair pricing of emission-related derivatives
Authors: Hinz, J. 
Novikov, A.
Keywords: Emission derivatives
Environmental risk
Issue Date: Nov-2010
Citation: Hinz, J., Novikov, A. (2010-11). On fair pricing of emission-related derivatives. Bernoulli 16 (4) : 1240-1261. ScholarBank@NUS Repository. https://doi.org/10.3150/09-BEJ242
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.
Source Title: Bernoulli
URI: http://scholarbank.nus.edu.sg/handle/10635/103707
ISSN: 13507265
DOI: 10.3150/09-BEJ242
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