On fair pricing of emission-related derivatives

by Hinz, J., Novikov, A.
Published 2014

Storage costs in commodity option pricing

by Hinz, J., Fehr, M.
Published 2014

Risk-neutral models for emission allowance prices and option valuation

by Carmona, R., Hinz, J.
Published 2014

Jump-diffusion modeling in emission markets

by Borovkov, K., Decrouez, G., Hinz, J.
Published 2014

Optimal stochastic control and carbon price formation

by Carmona, R., Fehr, M., Hinz, J.
Published 2014

Market design for emission trading schemes

by Carmona, R., Fehr, M., Hinz, J., Porchet, A.
Published 2014

Risk management in power markets: The Hedging value of production flexibility

by Doege, J., Fehr, M., Hinz, J., Lüthi, H.-J., Wilhelm, M.
Published 2014