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    A Comparative modelling of price dynamics of Certified Emission Reductions using diffusion processes: a case study of the European Energy Exchange 

    Kariuki, Evalin Wanjiru (Strathmore University, 2021)
    In this study, the price dynamics of Certified Emission Reductions were forecasted by comparing and acquiring the most consistent and accurate forecast model using the diffusion processes: Geometric Brownian Motion, Vasicek ...

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    AuthorKariuki, Evalin Wanjiru (1)Subject
    Certified Emission Reductions(CERs) (1)
    Geometric Brownian Motion Process(GBMP) (1)Mean-Reverting Square Root Process (MRSRP) (1)Vasicek Model (1)... View MoreDate Issued2021 (1)Has File(s)Yes (1)

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