A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (Q2926492): Difference between revisions

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+Gerhard-Wilhelm Weber
@@ Property / author: Gerhard-Wilhelm Weber / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331934.2014.895900
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+W1974543664
@@ Property / OpenAlex ID: W1974543664 / rank @@
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@@ Property / cites work @@
+A GAME-THEORETIC TREATMENT OF A TIME-DISCRETE EMISSION REDUCTION MODEL
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+A two-stage stochastic programming model for electric energy producers
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+Natural gas storage valuation and optimization: A real options application
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+\(\text{CO}_{2} \) emissions trading planning in combined heat and power production via multi-period stochastic optimization
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+Jump-Diffusion Modeling in Emission Markets
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+On fair pricing of emission-related derivatives
@@ Property / cites work: On fair pricing of emission-related derivatives / rank @@
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