Dynamic hedge ratio estimations in the European Union Emissions offset credit market

Journal of Cleaner Production

Volumn 42, Issue , 2013, Pages 254-262

  Fan, John Hua ^a   Akimov, Alexandr ^a   Roca, Eduardo ^a  

^a GRIFFITH UNIVERSITY   (Australia)

Author keywords

Carbon emissions trading; CO2; Conditional hedge ratio; Hedging; Risk management

Indexed keywords

CARBON EMISSIONS; CARBON MARKETS; CARBON OFFSETS; CREDIT MARKETS; EMISSIONS REDUCTION; EUROPEAN UNION; EUROPEAN UNION EMISSIONS TRADING SCHEMES; HEDGE RATIO; HEDGING; VARIANCE REDUCTIONS;

CARBON; CARBON DIOXIDE; EMISSION CONTROL; FENCES; GAS EMISSIONS; INTERNATIONAL LAW; RISK MANAGEMENT;

COMMERCE;

EID: 84874639931     PISSN: 09596526     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jclepro.2012.10.028     Document Type: Article

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