17 citations to 10.3150/09-BEJ242 (Crossref Cited-By Service)
  1. Julien Chevallier, Benoît Sévi, “On the Stochastic Properties of Carbon Futures Prices”, Environ Resource Econ, 58, № 1, 2014, 127  crossref
  2. Walid Mnif, Matt Davison, “EU ETS Futures Spread Analysis and Pricing Contingent Claims Under Different Market Schemes”, SSRN Journal, 2012  crossref
  3. Ling Tang, Haohan Wang, Ling Li, Kaitong Yang, Zhifu Mi, “Quantitative models in emission trading system research: A literature review”, Renewable and Sustainable Energy Reviews, 132, 2020, 110052  crossref
  4. Jean-François Chassagneux, Hinesh Chotai, Dan Crisan, “Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs”, Mathematics of OR, 48, № 1, 2023, 463  crossref
  5. Paolo Falbo, Juri Hinz, 138, Stochastics of Environmental and Financial Economics, 2016, 265  crossref
  6. Sam Howison, Daniel Schwarz, “Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach”, SIAM Rev., 57, № 1, 2015, 95  crossref
  7. Walid Mnif, Matt Davison, Quantitative Financial Risk Management, 2011, 95  crossref
  8. E. Kalayci, E. Gaygisiz, G.-W. Weber, “A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS”, Optimization, 63, № 12, 2014, 1817  crossref
  9. Paolo Falbo, Juri Hinz, Cristian Pelizzari, 122, Stochastic Models, Statistics and Their Applications, 2015, 261  crossref
  10. Yunsong Huang, “The Price Dynamics in the Emissions Market and the Valuation of Allowance Derivatives”, SSRN Journal, 2010  crossref
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