Estimating the 'value at risk' of EUA futures prices based on the extreme value theory
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- Zhi-Fu Mi & Yue-Jun Zhang, 2010. "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," CEEP-BIT Working Papers 9, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
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- Wei, Yi-Ming & Mi, Zhi-Fu & Huang, Zhimin, 2015.
"Climate policy modeling: An online SCI-E and SSCI based literature review,"
Elsevier, vol. 57(PA), pages 70-84.
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- Cui, Qiang & Wei, Yi-Ming & Li, Ye, 2016. "Exploring the impacts of the EU ETS emission limits on airline performance via the Dynamic Environmental DEA approach," Applied Energy, Elsevier, vol. 183(C), pages 984-994.
More about this item
KeywordsEU ETS; European Union Emissions Trading Scheme; EVT; extreme value theory; VaR; value at risk; carbon market; carbon trading; carbon emissions; CO2; carbon dioxide; carbon futures.;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- Q58 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environmental Economics: Government Policy
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