Detecting and modelling the jump risk of CO 2 emission allowances and their impact on the valuation of option on futures contracts
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DOI: 10.1080/14697688.2015.1059953
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Cited by:
- Feng, Ling & Wang, Jieyu, 2023. "Random sources correlations and carbon futures pricing," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Tang, Ling & Wang, Haohan & Li, Ling & Yang, Kaitong & Mi, Zhifu, 2020. "Quantitative models in emission trading system research: A literature review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 132(C).
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