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...
| Prif Awdur: | |
|---|---|
| Awduron Eraill: | |
| Fformat: | Traethawd Ymchwil |
| Iaith: | English |
| Cyhoeddwyd: |
2012
|
| Pynciau: |