Carbon finance : Equilibrium modeling and empirical analysis / von Steffen Hitzemann

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Publisher: Karlsruhe : KIT-Bibliothek, 2013Description: Online-RessourceSubject(s): Genre/Form: Additional physical formats: Druckausg.: Carbon finance. Als Manuskript gedruckt. 2013. X, 137 S.DDC classification:
  • 333.7
  • 330
Online resources: Dissertation note: Karlsruhe, KIT, Diss., 2013 Summary: This thesis studies the stochastic behavior of emission permit prices and its implications for related derivatives from a theoretical and an empirical perspective. It presents an equilibrium model for cap-and-trade systems, evaluates the empirical performance of reduced-form models for emission permit prices, and studies the effects of the yearly emissions announcement event on the European market for carbon emissions.PPN: PPN: 788408143Package identifier: Produktsigel: GBV-ODiss
No physical items for this record

Systemvoraussetzungen: Acrobat Reader.