Hedging with CO2 allowances: the ECX market
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- Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016.
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More about this item
KeywordsCO2 Emission Allowances; Dynamic Hedging; Futures Prices; Risk Management; Spot Prices;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G19 - Financial Economics - - General Financial Markets - - - Other
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-03 (All new papers)
- NEP-ENE-2011-01-03 (Energy Economics)
- NEP-ENV-2011-01-03 (Environmental Economics)
- NEP-EUR-2011-01-03 (Microeconomic European Issues)
- NEP-RMG-2011-01-03 (Risk Management)
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