Henry Dannenberg

Halle Institute for Economic Research

P.O. Box 11 03 61

Kleine Maerkerstrasse 8

D-06017 Halle, 06108

Germany

  • Halle Institute for Economic Research

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Forecasting the CO2 Certificate Price Risk

IWH-Diskussionspapiere 5/2008
Number of pages: 23 Posted: 22 Aug 2010 Last Revised: 17 Feb 2014
Wilfried Ehrenfeld and Henry Dannenberg
Halle Institute for Economic Research and Halle Institute for Economic Research
Downloads 121 (318,671)
Citation 1

Abstract:

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risk, carbon dioxide, emissions trading, EUA, CO2 certificate price, mean reversion process

2.

Stochastic Income Statement Planning and Emissions Trading

IWH-Diskussionspapiere 4/2010
Number of pages: 22 Posted: 22 Aug 2010
Wilfried Ehrenfeld and Henry Dannenberg
Halle Institute for Economic Research and Halle Institute for Economic Research
Downloads 39 (578,431)

Abstract:

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CO2, emissions trading, EU ETS, risk, stochastic business planning