Innovation and risk-averse firms: Options on carbon allowances as a hedging tool
Year of publication: |
2014
|
---|---|
Authors: | Szolgayová, Jana ; Golub, Alexander ; Fuss, Sabine |
Published in: |
Energy Policy. - Elsevier, ISSN 0301-4215. - Vol. 70.2014, C, p. 227-235
|
Publisher: |
Elsevier |
Subject: | Carbon trading scheme | Stochastic technological change | Option pricing |
-
Worst Case Pricing of Rainbow Options
Topper, Jürgen, (2001)
-
Affine processes and applications in finance
Duffie, D., (2001)
-
The benefit of information reduction for trading strategies
Schittenkopf, Christian, (2000)
- More ...
-
Escaping the climate policy uncertainty trap: options contracts for REDD+
Golub, Alexander, (2018)
-
Uncertainty modeling of CCS investment strategy in China's power sector
Zhou, Wenji, (2010)
-
Fuel price and technological uncertainty in a real options model for electricity planning
Fuss, Sabine, (2010)
- More ...