Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models

Journal of International Financial Markets, Institutions and Money - Netherlands
doi 10.1016/j.intfin.2016.03.003
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

SSRN Electronic Journal
2014English

Optimal Dividend Distribution Under Markov Regime Switching

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2012English

Time-Varying Transition Probabilities for Markov Regime Switching Models

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2016English

Improving Markov Switching Models Using Realized Variance

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2017English

Pricing and Hedging Contingent Claims With Regime Switching Risk

Communications in Mathematical Sciences
MathematicsApplied Mathematics
2011English

Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach

EMAJ: Emerging Markets Journal
2019English

Building Markov State Models Using Optimal Transport Theory

2018English

Building Markov State Models Using Optimal Transport Theory

2018English

Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach*

Manchester School
EconomicsEconometrics
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy