Portfolio risk management and carbon emissions valuation in electric power
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References listed on IDEAS
- 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.
- repec:dau:papers:123456789/607 is not listed on IDEAS
More about this item
KeywordsCap-and-trade; Electricity regulation; Carbon emissions; Energy portfolio optimization;
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