A scenario-based integrated approach for modeling carbon price risk

Decisions in Economics and Finance

Volumn 32, Issue 1, 2009, Pages 35-48

  Zhu, Zili ^a   Graham, Paul ^a   Reedman, Luke ^a   Lo, Thomas ^a  

^a CSIRO   (Australia)

Author keywords

Carbon trading; Carbon price; Forecasting; Mean reversion models; Real option; Scenario analysis

Indexed keywords

EID: 64249160605     PISSN: 15938883     EISSN: 11296569     Source Type: Journal    
DOI: 10.1007/s10203-009-0086-7     Document Type: Article

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