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High-frequency analysis of the carbon market: jumps, causes, and implications

Vicedom, Sebastian - In: Essays in finance : commodity derivatives, volatility …, (pp. 116-153). 2016

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The impact of CO 2 emissions trading on firm profits and market prices

Smale, Robin; Hartley, Murray; Hepburn, Cameron; Ward, John - In: Climate policy 6 (2006) 1, pp. 31-48

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Essays on market frictions and model misspecification in asset pricing

Seeger, Norman - 2009

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Tails, fears and risk premia

Bollerslev, Tim; Todorov, Viktor - 2009

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Cross-currency equity swaps in the BGM model

Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76

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Forecast based pricing of weather derivatives

Härdle, Wolfgang; López Cabrera, Brenda; Ritter, Matthias - 2012

Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...