Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period

S Trück, R Weron - Journal of Futures Markets, 2016 - Wiley Online Library
We examine convenience yields and risk premiums in the EU‐wide emissions trading
scheme (EU‐ETS) during the first Kyoto commitment period (2008–2012). We find that the …

Theory and practice of enterprise carbon asset management from the perspective of low-carbon transformation

C Zhang, TO Randhir, Y Zhang - Carbon Management, 2018 - Taylor & Francis
Effective carbon asset management is necessary for decreasing carbon resource inputs and
reducing carbon emission. Furthermore, carbon asset management is an important measure …

Random sources correlations and carbon futures pricing

L Feng, J Wang - International Review of Financial Analysis, 2023 - Elsevier
For a long time, the correlation between random sources has never been considered in
carbon futures pricing, which virtually exists. We document the presence of high correlation …

Investing in carbon credits

L Swinkels, J Yang - Available at SSRN 4225486, 2023 - papers.ssrn.com
Compliance carbon allowances and voluntary carbon credits are important tools to reduce
carbon emissions and align production and consumption with the Paris Agreement. The four …

Using CO2 emission allowances in equity portfolios

M Graham, A Hasselgren, J Peltomäki - Handbook of Environmental and …, 2016 - Elsevier
In this chapter, we show that while the carbon emission allowance futures market, which is
still emerging, has gained relative little popularity among investors it can present attractive …

碳无形资产视角下企业低碳竞争力评价研究

江玉国, 范莉莉 - 商业经济与管理, 2014 - cqvip.com
环境恶化, 能源危机对人类生存和发展的威胁日益凸显, 突破资源瓶颈的最终出路是发展低碳
经济. 伴随后京都时代的到来, 提升企业自身的低碳竞争力成为维持生存和发展的重要途径 …

[HTML][HTML] Research on the evaluation of carbon-intangible assets in business based on internal value network

Y Jiang, L Fan, Y Yu, G Shi - Low Carbon Economy, 2014 - scirp.org
In recent years, under a low carbon economy and an effective energy saving situation
developing enterprises, managing development and improving low carbon competitiveness …

[HTML][HTML] Multi-Agent-Based Modelling, Simulation and Heterogeneity Analysis of the Management Strategies for Enterprise Carbon Assets

Y Zeng, S Li, L Fan, L Deng - Forum on …, 2017 - westminsterresearch.westminster.ac …
Low carbon competitive patterns based upon low-carbon assets have developed in
industries across the world. In the paper, three typical enterprises are used as examples to …

Customized Structured Product Design for Carbon Emission Rights: Based on the Application of" Cross-border Wealth Management" in the Greater Bay Area

Y Liu - Proceedings of the 4th International Conference on …, 2021 - dl.acm.org
In recent years, under the tide of China's financial innovation, structured products have
become a popular financial product in China, developing rapidly in a short period of time …

实物期权视角下的企业碳无形资产价值评估

刘鹤, 范莉莉 - 中国科技论坛, 2016 - cqvip.com
本文应用实物期权理论探讨企业碳无形资产实物期权特性及来源, 通过比较分析几种常见实物
期权评估法, 讨论基于布莱尔-舒尔斯模型评估企业碳无形资产实物期权价值的可能性和适用性 …