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Published Articles with Keyword: Emissions allowances
- Title: Convenience Yields and Options Value of Exchanging Different-Maturity Futures Contracts Implied from Emissions Allowances Futures Market
Authors: Kai Chang
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Published in WSEAS Transactions on Systems, Volume 13, 2014 - Title: Constant vs. Time-varying Hedging Effectiveness Comparison for CO2 Emissions Allowances: The Empirical Evidence from the EU ETS
Authors: Kai Chang, Su-Sheng Wang
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Published in WSEAS Transactions on Business and Economics, Volume 10, 2013 - Title: A New N-factor Affine Term Structure Model of Futures Price for CO2 Emissions Allowances: Empirical Evidence from the EU ETS
Authors: Kai Chang, Su-Sheng Wang, Jie-Min Huang
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Published in WSEAS Transactions on Business and Economics, Volume 9, 2012 - Title: The Valuation of Futures Options for Emissions Allowances under the Term Structure of Stochastic Multi-Factors
Authors: Kai Chang, Su-Sheng Wang, Peng Ke, Huang Yu-Rong, Yu Zhen
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Published in WSEAS Transactions on Systems, Volume 11, 2012