565 W Adams St
Illinois Institute of Technology - Stuart School of Business
Mean-Variance; Variance Risk Premia; Futures Return; Predictability; Crude Oil
government credibility, climate change policy, emission trading, real option, compound option, least squares Monte-Carlo simulation
Co-simulation, temperature, electricity load, electricity prices
Hedging Evaluation, Quanto Contracts, Financial Risk Management
futures return predictability, spot return predictability, basis, commodity, industrial metal
Real Option, Financial Option, Exercise Probability, Quantile-preserving Spread, Stochastic Dominance, Capital Investment
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electricity market, hedging evaluation, quanto contracts, financial risk management, cost-efficiency
File name: SSRN-id3264104.pdf
coal plant, natural gas plant, emission market, real option, green policy
call option, mispricing, stochastic dominance bounds, heterogeneity in beliefs
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