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Empirical performance of reduced-form models for emission permit prices - MaRDI portal

Empirical performance of reduced-form models for emission permit prices (Q2328779)

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Empirical performance of reduced-form models for emission permit prices
scientific article

    Statements

    title
    Empirical performance of reduced-form models for emission permit prices (English)
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    author
    Steffen Hitzemann
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    Marliese Uhrig-Homburg
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    publication date
    16 October 2019
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    zbMATH Keywords
    emission permits
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    price dynamics
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    option pricing
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    carbon derivatives
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    environmental finance
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    Identifiers

    zbMATH DE Number
    7117934
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    OpenAlex ID
    W3125590090
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