Header

UZH-Logo

Maintenance Infos

The endogenous price dynamics of emission allowances and an application to CO2 option pricing


Chesney, Marc; Taschini, Luca (2012). The endogenous price dynamics of emission allowances and an application to CO2 option pricing. Applied Mathematical Finance, 19(5):447-475.

Statistics

Citations

Altmetrics

Downloads

469 downloads since deposited on 19 Sep 2011
50 downloads since 12 months
Detailed statistics

Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:15 November 2012
Deposited On:19 Sep 2011 11:25
Last Modified:07 Dec 2017 09:04
Publisher:Taylor & Francis
Series Name:NCCR FINRISK Working Paper Series
Number of Pages:31
Publisher DOI:https://doi.org/10.1080/1350486X.2011.639948

Download

Download PDF  'The endogenous price dynamics of emission allowances and an application to CO2 option pricing'.
Preview
Language: English
Filetype: PDF
Size: 4MB
View at publisher