Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme
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References listed on IDEAS
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- William Acworth, 2014. "Can the Market Stability Reserve Stabilise the EU ETS: Commentators Hedge Their Bets," DIW Roundup: Politik im Fokus 23, DIW Berlin, German Institute for Economic Research.
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KeywordsHedging; Conditional hedge ratio; Carbon market; CO2; Emissions trading; Risk management;
- G00 - Financial Economics - - General - - - General
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