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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 |
| Appears in Collections: | Staff Publications |
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