Energy risk management with carbon assets
Year of publication: |
2009
|
---|---|
Authors: | Chevallier, Julien |
Published in: |
International Journal of Global Energy Issues. - Inderscience Enterprises Ltd, ISSN 0954-7118. - Vol. 32.2009, 4, p. 328-349
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | energy risk management | mean-variance optimisation | portfolio frontier analysis | capital asset pricing model | CAPM | CO2 | carbon dioxide | carbon assets | energy | bonds | equity | asset management | European Union Emissions Trading Scheme | EU ETS | certified emissions reductions | CERs |
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