Integrated EUA and CER price modeling and application for spread option pricing
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References listed on IDEAS
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Cited by:
- Nazifi, Fatemeh, 2013. "Modelling the price spread between EUA and CER carbon prices," Energy Policy, Elsevier, vol. 56(C), pages 434-445.
- Chune Young Chung & Minkyu Jeong & Jason Young, 2018. "The Price Determinants of the EU Allowance in the EU Emissions Trading Scheme," Sustainability, MDPI, vol. 10(11), pages 1-29, November.
- Vincent Bertrand, 2013. "Carbon and energy prices under uncertainty: A theoretical analysis of fuel switching with non-equally efficient power plants," Working Papers 1309, Chaire Economie du climat.
- Bertrand, Vincent, 2014. "Carbon and energy prices under uncertainty: A theoretical analysis of fuel switching with heterogenous power plants," Resource and Energy Economics, Elsevier, vol. 38(C), pages 198-220.
- Vincent Bertrand, 2013. "Modeling of Emission Allowance Markets: A Literature Review," Working Papers 1304, Chaire Economie du climat.
- Philip Fearnside, 2015. "Tropical hydropower in the clean development mechanism: Brazil’s Santo Antônio Dam as an example of the need for change," Climatic Change, Springer, vol. 131(4), pages 575-589, August.
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