Convenience yields and arbitrage revenues of emission allowances between spot and futures

WSEAS Transactions on Systems

Volumn 12, Issue 11, 2013, Pages 551-560

  Chang, Kai ^a  

^a ZHEJIANG UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Arbitrage revenue; Assets exchange; Convenience yields; Emission allowances; Options property

Indexed keywords

EID: 84894248105     PISSN: 11092777     EISSN: 22242678     Source Type: Journal    
DOI: None     Document Type: Article

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