Tackling climate change is at the top of many agendas. In this context, emission trading schemes are considered as promising tools. The regulatory framework for an emission trading scheme introduces a market for emission allowances and creates a need for risk management by appropriate financial contracts. In this work, we address logical principles underlying their valuation
Emissions trading markets have been touted as the most efficient mechanism to achieve environmental ...
We propose a model for trading in emission allowances in the EU Emission Trading Scheme (ETS). Explo...
According to theoretical arguments, a properly designed emission trading system should help reaching...
Tackling climate change is at the top of many agendas. In this context, emission trading schemes are...
The climate rescue is on the top of the agendas today. To protect the environment, emission trading ...
This paper is concerned with the mathematical analysis of emissions markets. We review the existing ...
The existence of mandatory emission trading schemes in Europe and the United States, and the increas...
Abstract. The main thrust of the paper is the design and the numerical analysis of new cap-and-trade...
We propose a model for trading in emission allowances in the EU Emission Trading Scheme (ETS). Explo...
We propose a model for trading in emission allowances in the EU Emission Trading Scheme (ETS). Explo...
We present a novel approach to the pricing of financial instruments in emission markets---for exampl...
Rising awareness of the impacts of climate change is leading to a rapid development of emission trad...
Abstract. We present a novel approach to the pricing of financial instruments in emission markets, f...
Est également paru dans la série Cahiers de la Chaire Finance et Développement Durable, n°9.The main...
The purpose of this study is to shed light on the pricing mechanisms within the EU Emissions Trading...
Emissions trading markets have been touted as the most efficient mechanism to achieve environmental ...
We propose a model for trading in emission allowances in the EU Emission Trading Scheme (ETS). Explo...
According to theoretical arguments, a properly designed emission trading system should help reaching...
Tackling climate change is at the top of many agendas. In this context, emission trading schemes are...
The climate rescue is on the top of the agendas today. To protect the environment, emission trading ...
This paper is concerned with the mathematical analysis of emissions markets. We review the existing ...
The existence of mandatory emission trading schemes in Europe and the United States, and the increas...
Abstract. The main thrust of the paper is the design and the numerical analysis of new cap-and-trade...
We propose a model for trading in emission allowances in the EU Emission Trading Scheme (ETS). Explo...
We propose a model for trading in emission allowances in the EU Emission Trading Scheme (ETS). Explo...
We present a novel approach to the pricing of financial instruments in emission markets---for exampl...
Rising awareness of the impacts of climate change is leading to a rapid development of emission trad...
Abstract. We present a novel approach to the pricing of financial instruments in emission markets, f...
Est également paru dans la série Cahiers de la Chaire Finance et Développement Durable, n°9.The main...
The purpose of this study is to shed light on the pricing mechanisms within the EU Emissions Trading...
Emissions trading markets have been touted as the most efficient mechanism to achieve environmental ...
We propose a model for trading in emission allowances in the EU Emission Trading Scheme (ETS). Explo...
According to theoretical arguments, a properly designed emission trading system should help reaching...