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Carbon risk hedging: reducing portfolio carbon risk using a beta hedge ratio - MaRDI portal

Carbon risk hedging: reducing portfolio carbon risk using a beta hedge ratio

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Publication:6587518

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DOI10.1142/s0219024924500067zbMath1542.91362MaRDI QIDQ6587518

Mathis Leifhelm, Peter Scholz

Publication date: 14 August 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

hedging optimal hedge ratio carbon risk

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Portfolio theory (91G10)

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