Completed Theses

Empirical Risk Assessment of the European Carbon Market

Type:
Master Thesis Business Administration
    Status:
    completed
    Tutor:

    Abstract

    Feng Z., Wei Y., Wang K. Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS, Applied Energy 99, 97-108 (2012), doi:10.1016/j.apenergy.2012.01.070.

    Zhu, B., Ye, S., He, K. et al. Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. Ann Oper Res 281, 373–395 (2019), doi:10.1007/s10479-018-2982-0.