Carbon credit futures as an emerging asset : hedging, diversification and downside risks
Sercan Demiralay, Hatice Gaye Gencer, Selcuk Bayraci
| Year of publication: |
2022
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|---|---|
| Authors: | Demiralay, Sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 113.2022, p. 1-19
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| Subject: | Carbon futures | Diversification | Hedging | Stock returns | Treibhausgas-Emissionen | Greenhouse gas emissions | Portfolio-Management | Portfolio selection | Diversifikation | Emissionshandel | Emissions trading | Derivat | Derivative | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540541