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Portfolio risk management and carbon emissions valuation in electric power

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  • Paul Kleindorfer
  • Lide Li

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  • Paul Kleindorfer & Lide Li, 2011. "Portfolio risk management and carbon emissions valuation in electric power," Journal of Regulatory Economics, Springer, vol. 40(3), pages 219-236, December.
    • Handle: RePEc:kap:regeco:v:40:y:2011:i:3:p:219-236
    DOI: 10.1007/s11149-011-9149-0
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    References listed on IDEAS

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    1. Palmer, Karen & Burtraw, Dallas & Paul, Anthony, 2009. "Allowance Allocation in a CO2 Emissions Cap-and-Trade Program for the Electricity Sector in California," RFF Working Paper Series dp-09-41, Resources for the Future.
    2. 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.
    3. 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.
    4. Helyette Geman, 2005. "Commodities and Commodity Derivatives. Modeling and Pricing for Agriculturals, Metals and Energy," Post-Print halshs-00144182, HAL.
    5. Michael A. Crew & Paul R. Kleindorfer, 1976. "Peak Load Pricing with a Diverse Technology," Bell Journal of Economics, The RAND Corporation, vol. 7(1), pages 207-231, Spring.
    6. repec:dau:papers:123456789/607 is not listed on IDEAS
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    Cited by:

    1. Xiaohui Chen & Wen Chen & Xiaoxiang Wang, 2024. "Regional carbon efficiency and corporate risk-taking," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-30, June.
    2. Anne Schopp & Karsten Neuhoff, 2013. "The Role of Hedging in Carbon Markets," Discussion Papers of DIW Berlin 1271, DIW Berlin, German Institute for Economic Research.

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