Portfolio risk management and carbon emissions valuation in electric power
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Journal of Regulatory Economics.
Volume (Year): 40 (2011)
Issue (Month): 3 (December)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=100298
Cap-and-trade; Electricity regulation; Carbon emissions; Energy portfolio optimization;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Schulkin, J.Z. & Hobbs, B.F. & Pang, J., 2007. "Long-Run Equilibrium Modeling of Alternative Emissions Allowance Allocation Systems in Electric Power Markets," Cambridge Working Papers in Economics 0748, Faculty of Economics, University of Cambridge.
- Geman, Hélyette & Ohana, Steve, 2008. "Time-consistency in managing a commodity portfolio: A dynamic risk measure approach," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 1991-2005, October.
- Geman, Hélyette, 2005. "Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy," Economics Papers from University Paris Dauphine 123456789/607, Paris Dauphine University.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.