Can energy commodity futures add to the value of carbon assets?
Year of publication: |
April 2017
|
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Authors: | Wen, Xiaoqian ; Bouri, Elie ; Roubaud, David |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 62.2017, p. 194-206
|
Subject: | Carbon asset | Energy commodity futures | Portfolio management | Copulas | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Treibhausgas-Emissionen | Greenhouse gas emissions | Multivariate Verteilung | Multivariate distribution |
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