Modeling the price risk of CO2 certificates is one important aspect of integral corporate risk management related to … emissions trading. The paper presents a risk model which may be the basis for evaluating the risk of emission certificate prices …

This paper analyzes the risk allocation in concession models for German highways, according to the "F-Model" and the "A … concession models. Next, theoretical backgrounds and rules of thumb for risk allocation in concessions for road infrastructure … are presented and applied to the F- and A-Model. Both models show significant weaknesses with regard to risk allocation …

Modeling the price risk of CO2 certificates is one important aspect of integral corporate risk management related to … emissions trading. The paper presents a risk model which may be the basis for evaluating the risk of emission certificate prices … expected reversion level and to estimate the parameters of the mean reversion process. -- risk ; carbon dioxide ; emissions …

Modeling the price risk of CO2 certificates is one important aspect of integral corporate risk management related to … emissions trading. The paper presents a risk model which may be the basis for evaluating the risk of emission certificate prices …

analyse new risk management instruments. This paper investigates weather derivatives for which a market has already emerged in … impacts of weather derivatives and to assess their potential as farm level instruments of risk management. After outlining the … weather derivatives can be useful instruments of risk management in agriculture. Since there is still a lack of knowledge with …