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Authors: Fan, Kun
Date: 2014
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/1131738
Description: Theoretical thesis.
Full Text: Full Text
Date: 2012
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/188893
Description: We discuss an optimal asset allocation problem in a wide class of discrete-time regime-switching models including the hidden Markovian regime-switching (HMRS) model, the interactive hidden Markovian r ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/75308
Description: In this paper we analyze the short-term spot price behavior of carbon dioxide (CO₂) emission allowances of the new EU-wide CO₂ emissions trading system (EU ETS). After reviewing the stylized facts of ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/74204
Description: Using spot and futures price data from the German EEX Power market, we test the adequacy of various one-factor and two-factor models for electricity spot prices. The models are compared along two diff ... More
Reviewed: Reviewed
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