Browsing by Author "Weron, Rafal"

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2006-11-14Buch

Convenience Yields for CO2 Emission Allowance Futures Contracts

Borak, Szymon; Härdle, Wolfgang Karl; Trück, Stefan; Weron, Rafal

In January 2005 the EU-wide CO2 emissions trading system (EU-ETS) has formallyentered into operation.Within the new trading system, the right to emit a particularamount of CO2 becomes a tradable commodity - called EU ...
2005-03-01Buch

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Borak, Szymon; Härdle, Wolfgang Karl; Weron, Rafal