Investors' reaction to the government credibility problem : a real option analysis of emission permit policy risk
Year of publication: |
February 2016
|
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Authors: | Kang, Sang Baum ; Létourneau, Pascal |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 54.2016, p. 96-107
|
Subject: | Government credibility | Climate change policy | Emission trading | Real option | Compound option | Least squares Monte Carlo simulation | Experiment | Emissionshandel | Emissions trading | Realoptionsansatz | Real options analysis | Glaubwürdigkeit | Credibility | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
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