Prognose des CO2-Zertifikatepreisrisikos
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Cited by:
- Ehrenfeld, Wilfried, 2012. "Klimawandel und betriebliche Innovationsprozesse," IWH Discussion Papers 13/2012, Halle Institute for Economic Research (IWH).
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More about this item
Keywords
risk; carbon dioxide; emissions trading; EUA; CO2 certificate price; mean reversion process;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- L59 - Industrial Organization - - Regulation and Industrial Policy - - - Other
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
- Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth
- Q58 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environmental Economics: Government Policy
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