Pages that link to "Item:Q953567"
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The following pages link to Dynamic behavior of CO\(_2\) spot prices (Q953567):
Displaying 35 items.
- An optimal control model of carbon reduction and trading (Q338652) (← links)
- Emission allowance as a derivative on commodity-spread (Q356764) (← links)
- Optimal electricity generation portfolios. The impact of price spread modelling (Q373214) (← links)
- Singular FBSDEs and scalar conservation laws driven by diffusion processes (Q377517) (← links)
- Environmental economics and modeling marketable permits (Q607567) (← links)
- Cap-and-trade properties under different hybrid scheme designs (Q621037) (← links)
- On fair pricing of emission-related derivatives (Q627301) (← links)
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Optimal abatement and emission permit trading policies in a dynamic transboundary pollution game (Q1741179) (← links)
- Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
- Numerical methods for two person games arising from transboundary pollution with emission permit trading (Q2009234) (← links)
- Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method (Q2104068) (← links)
- Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction (Q2120594) (← links)
- Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area (Q2146438) (← links)
- Modeling and computation of mean field equilibria in producers' game with emission permits trading (Q2198892) (← links)
- Optimal control strategy of companies: inheriting period and carbon emission reduction (Q2214786) (← links)
- Emissions trading with rolling horizons (Q2246656) (← links)
- Empirical evidence on time-varying hedging effectiveness of emissions allowances under departures from the cost-of-carry theory (Q2312305) (← links)
- Empirical performance of reduced-form models for emission permit prices (Q2328779) (← links)
- Modeling and computation of mean field game with compound carbon abatement mechanisms (Q2666726) (← links)
- Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158) (← links)
- Carbon spot prices in equilibrium frameworks associated with climate change (Q2691211) (← links)
- Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets (Q2801797) (← links)
- Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model (Q2801802) (← links)
- Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution (Q2804500) (← links)
- Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms (Q2833380) (← links)
- Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing (Q2875594) (← links)
- Detecting and modelling the jump risk of CO<sub>2</sub>emission allowances and their impact on the valuation of option on futures contracts (Q5001169) (← links)
- Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
- Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets (Q5126681) (← links)
- Fitted Finite Volume Method of Three Transboundary Pollution in Three Gorges Reservoir Area of Chongqing City with Emission Permits Trading by Cooperative Stochastic Differential Game (Q5156584) (← links)
- The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656) (← links)
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
- Optimal Stochastic Control Problem for a Carbon Emission Reduction Process (Q6100182) (← links)
- Dynamic Competition under Cap and Trade Programs (Q6102705) (← links)