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The aim of this work is to bring an econometric approach upon the CO2 market. We identify the specificities of this market, and analyze the carbon as a commodity. We investigate the econometric particularities of CO2 prices behavior and their result of the calibration. We apprehend and explain...
Persistent link: https://www.econbiz.de/10010549078
structured product specific to the carbon market, the swap between two carbon instruments : The European Union Allowances and the …
Persistent link: https://www.econbiz.de/10010738507
several modelling methods for CO2 emission prices. We use these results for risk modeling of the swap between two CO2 related …
Persistent link: https://www.econbiz.de/10010603688
'orientation communautaire de l'échange de cadeaux mériterait d'être enrichie. Ainsi, en prenant l'exemple du swap de cadeaux sur Internet, nous …
Persistent link: https://www.econbiz.de/10009151147
The aim of this article is to use probabilistic ideas to study predictive reasoning based on hypotheses and models, but without using Ito calculus, without writing any stochastic differential equations, in fact without writing any formulas at all. The aim is to extract from the study of...
Persistent link: https://www.econbiz.de/10010899270