Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Certified Emission Reductions(CERs)"
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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
(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 ...