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...
| প্রধান লেখক: | |
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| অন্যান্য লেখক: | |
| বিন্যাস: | গবেষণাপত্র |
| ভাষা: | English |
| প্রকাশিত: |
2012
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| বিষয়গুলি: |