Michael Wolfgang Wagner

University of Karlsruhe (TH)

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76128 Karlsruhe, DE 76128

Germany

  • University of Karlsruhe (TH)

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Futures Price Dynamics of CO2 Emission Certificates - An Empirical Analysis

Journal of Derivatives, Vol. 17, No. 2, pp. 73-88, 2009
Number of pages: 31 Posted: 01 Nov 2006 Last Revised: 17 Feb 2014
Michael Wolfgang Wagner and Marliese Uhrig-Homburg
University of Karlsruhe (TH) and Karlsruhe Institute of Technology (KIT) - Institute for Finance
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CO2 emission certificates, price dynamics, CO2 forwards

2.

Dynamic Behavior of CO2 Spot Prices

Journal of Environmental Economics and Management, Vol. 56, No. 2, pp. 180-194, September 2008
Posted: 05 Mar 2008 Last Revised: 17 Feb 2014
Jan Seifert, Marliese Uhrig-Homburg and Michael Wolfgang Wagner
University of Karlsruhe (TH), Karlsruhe Institute of Technology (KIT) - Institute for Finance and University of Karlsruhe (TH)

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CO2 emission certificates, emissions trading, spot price process, stochastic optimal control

3.

Derivative Instruments in the EU Emissions Trading Scheme - An Early Market Perspective

Energy & Environment, Vol. 19, No. 5, pp. 635-655, September 2008
Posted: 19 Feb 2006 Last Revised: 27 Oct 2008
Michael Wolfgang Wagner and Marliese Uhrig-Homburg
University of Karlsruhe (TH) and Karlsruhe Institute of Technology (KIT) - Institute for Finance

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CO2 emission certificates, market environment, CO2 derivatives, expert survey