Max Fehr

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Market-consistent modeling for cap-and-trade schemes and application to option pricing
Operations Research
2014-08-11Paper
The clean development mechanism and joint price formation for allowances and CERs
Seminar on Stochastic Analysis, Random Fields and Applications VI
2012-08-24Paper
On value of flexibility in energy risk management. Concepts, models, solutions
Operations Research Proceedings 2006
2011-04-07Paper
Storage Costs in Commodity Option Pricing
SIAM Journal on Financial Mathematics
2010-11-10Paper
Market design for emission trading schemes
SIAM Review
2010-09-06Paper
Optimal stochastic control and carbon price formation
SIAM Journal on Control and Optimization
2010-08-16Paper
Risk management in power markets: the hedging value of production flexibility
European Journal of Operational Research
2009-12-07Paper


Research outcomes over time


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