Price modelling and asset valuation in carbon emission and electricity markets
<p>This thesis is concerned with the mathematical analysis of electricity and carbon emission markets.</p> <p>We introduce a novel, versatile and tractable stochastic framework for the joint price formation of electricity spot prices and allowance certificates. In the proposed fram...
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| Формат: | Дисертація |
| Мова: | English |
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2012
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