Pricing Green Financial Products
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More about this item
Keywords
market price of risk; risk premium; renewable energy; wind power futures; stochastic process; expectile; CARMA; jump; Lévy; transform; logit-normal; extreme;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2017-09-03 (Energy Economics)
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