MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01902nam a22002657a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20241128083124.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
241128b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
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| International Standard Serial Number |
03128962 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MSU |
| Language of cataloging |
English |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD31 AUS |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Fan, John Hua |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme/ |
| Statement of responsibility, etc. |
created by John Hua Fan, Eduardo Roca, and Alexandr Akimov |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Los Angeles : |
| Name of producer, publisher, distributor, manufacturer |
Sage, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2014. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Australian journal of management |
| Volume/sequential designation |
Volume 39, number 1, |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
Following the introduction of the European Union Emissions Trading Scheme (EU-ETS), CO2 emissions have become a tradable commodity. As a regulated party, emitters are forced to take into account the additional cost of carbon emissions in their production costs structure. Given the high volatility in the carbon price, the importance of price risk management becomes unquestionable. This study is the first attempt that has been made to calculate hedge ratios and to investigate their hedging effectiveness in the EU-ETS carbon market by applying conventional, recently developed estimation models. These hedge ratios are then compared with those derived for other markets. In spite of the uniqueness and novelty of the carbon market, the results of the study are consistent with those found in other markets – that the hedge ratio is in the range of 0.5–1.0 and is still best estimated by simple regression models. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
carbon market |
| Form subdivision |
Conditional hedge ratio |
| General subdivision |
Emissions trading |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Roca, Eduardo |
| Relator term |
co author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Akimov, Alexandr |
| Relator term |
co author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://doi.org/10.1177/0312896212468454 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |