Portfolio risk management and carbon emissions valuation in electric power
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Bibliographic InfoArticle provided by Springer in its journal Journal of Regulatory Economics.
Volume (Year): 40 (2011)
Issue (Month): 3 (December)
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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, 2005. "Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy," Economics Papers from University Paris Dauphine 123456789/607, Paris Dauphine University.
- 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.
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