Pricing Green Financial Products
Year of publication: |
2017
|
---|---|
Authors: | Melzer, Awdesch ; Härdle, Wolfgang Karl ; López Cabrera, Brenda |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | market price of risk | risk premium | renewable energy | wind power futures | stochastic process | expectile | CARMA | jump | Lévy | transform | logit-normal | extreme |
Series: | SFB 649 Discussion Paper ; 2017-020 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 896570835 [GVK] hdl:10419/169210 [Handle] RePEc:hum:wpaper:sfb649dp2017-020 [RePEc] |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: |
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