565 W Adams St
Illinois Institute of Technology - Stuart School of Business
Mean-Variance; Variance Risk Premia; Futures Return; Predictability; Crude Oil
government credibility, climate change policy, emission trading, real option, compound option, least squares Monte-Carlo simulation
Co-simulation, temperature, electricity load, electricity prices
Hedging Evaluation, Quanto Contracts, Financial Risk Management
futures return predictability, spot return predictability, basis, commodity, industrial metal
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3456706.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
electricity market, hedging evaluation, quanto contracts, financial risk management, cost-efficiency
File name: SSRN-id3264104.pdf
coal plant, natural gas plant, emission market, real option, green policy
call option, mispricing, stochastic dominance bounds, heterogeneity in beliefs
This page was processed by aws-apollo4 in 0.359 seconds