• Model for energy pricing with stochastic emission costs, A 

        Author(s):Elliott, Robert J.; Lyle, Matthew R.; Miao, Hong
        Date Issued:2009-07-23
        Format:born digital; articles
        We use a supply-demand approach to value energy products exposed to emission cost uncertainty. We find closed form solutions for a number of popularly traded energy derivatives such as: forwards, European call options ...