The Endogenous Price Dynamics of Emission Allowances and an Application to CO<sub>2</sub> Option Pricing

Marc Chesneyab  Luca Taschinic*

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The Endogenous Price Dynamics of Emission Allowances and an Application to CO₂ Option Pricing

机译：排放配额的内在价格动态及其在CO _{2 期权定价中的应用}

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《Applied Mathematical Finance》 |2012年第5期|p.447-475|共29页
作者
Marc Chesneyab Luca Taschinic*;
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1. The Endogenous Price Dynamics of Emission Allowances and an Application to CO 2 Option Pricing [J] . Chesney M., Taschini L. Applied mathematical finance . 2012,第5a6期

机译：排放配额的内生价格动态及其在CO 2期权定价中的应用
2. The impacts of liquidity dynamics on emissions allowances price: Different evidence from China's emissions trading pilots [J] . Chang Kai, Lu Shibao, Song Xiayun Journal of Cleaner Production . 2018,第MAYa10期

机译：流动性动态对排放配额价格的影响：来自中国排放交易试点的不同证据
3. Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots [J] . Chang Kai, Pei Ping, Zhang Chao, Energy economics . 2017,第sepa期

机译：在中国的排放交易计划试点中探索二氧化碳排放配额的价格动态
4. THE RELATIONSHIP BETWEEN THE CARBON EMISSION ALLOWANCES PRICE AND ENERGY PRICES [C] . Fatemeh Nazifi, George Milunovich 31st IAEE annual international conference . 2008

机译：碳排放许可价格与能源价格之间的关系
5. Dynamics of China's Emission Allowance Price in the Pilot Phase of Emission Trading Schemes [D] . Liu, Xinyu. 2019

机译：排放交易计划试验阶段的中国排放津贴的动态
6. The heterogeneous effects of exchange rate and stock market on CO2 emission allowance price in China: A panel quantile regression approach [O] . Xiaojian Su, Chao Deng 2012

机译：汇率和股票市场对中国CO2排放配额价格的异质影响：面板分位数回归方法
7. The endogenous price dynamics of emission allowances and an application to CO2 option pricing [O] . Chesney, Marc, Taschini, Luca 2012

机译：排放配额的内生价格动态及其在二氧化碳期权定价中的应用
8. Option Pricing with a Levy-Type Stochastic Dynamic Model for Stock Price Process Under Semi-Markovian Structural Perturbations. [R] . Assonken, P., Ladde, G. S. 2015

机译：半马尔可夫结构扰动下股票价格过程的Levy型随机动态模型期权定价。

The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing

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The Endogenous Price Dynamics of Emission Allowances and an Application to CO₂ Option Pricing