Risk assessment of climate change mitigation measures

Funding: 2013: $62,000
2014: $60,000
2015: $60,000

Project Member(s): Novikov, A., Nikitopoulos Sklibosios, C.

Funding or Partner Organisation: Australian Research Council (ARC Discovery Projects)

Start year: 2013

Publications:

Cheng, B, Nikitopoulos, CS & Schlögl, E 2019, 'Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge?', Journal of Futures Markets, vol. 39, no. 1, pp. 109-127.
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Hinz, J & Yee, J 2018, 'Optimal forward trading and battery control under renewable electricity generation', Journal of Banking & Finance, vol. 95, pp. 244-254.
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Hinz, J & Yee, J 2017, 'Stochastic switching for partially observable dynamics and optimal asset allocation', International Journal of Control, vol. 90, no. 3, pp. 553-565.
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Novikov, A, Alexander, S, Kordzakhia, N & Ling, T 2017, 'Pricing of Asian-Type and Basket Options via Bounds', Theory of Probability & Its Applications, vol. 61, no. 1, pp. 94-106.
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Falbo, P & Hinz, J 2016, 'Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets' in Benth, E..F. & Di Nunno, G. (eds), Springer Proceedings in Mathematics & Statistics, Springer International Publishing, Germany, pp. 265-284.
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ALEXANDER, S, NOVIKOV, A & KORDZAKHIA, N 2016, 'BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS', The ANZIAM Journal, vol. 57, no. 3, pp. 299-318.
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Andreasson, JG, Shevchenko, PV & Novikov, A 2016, 'Optimal Consumption, Investment and Housing with Means-tested Public Pension in Retirement', Insurance: Mathematics and Economics, vol. 75, pp. 32-47.
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HINZ, J & YAP, N 2016, 'SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS', The ANZIAM Journal, vol. 57, no. 3, pp. 339-351.
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ZHU, S-P & NOVIKOV, A 2016, 'EDITORIAL: STOCHASTIC AND COMPUTATIONAL METHODS IN FINANCE', The ANZIAM Journal, vol. 57, no. 3, pp. 205-206.
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Falbo, P, Hinz, J & Pelizzari, C 1970, 'Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms', Stochastic Models, Statistics and Their Applications, Workshop on Stochastic Models, Statistics and Their Applications, Springer International Publishing, Wrocław, Poland, pp. 261-269.
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FOR Codes: Environment and Resource Economics, Investment and Risk Management, Management of Greenhouse Gas Emissions from Electricity Generation, Market-Based Mechanisms, Climate Change Mitigation Strategies, Environment and resource economics , Microeconomics, Mitigation of climate change

Acknowledgement of Country

UTS acknowledges the Gadigal people of the Eora Nation, the Boorooberongal people of the Dharug Nation, the Bidiagal people and the Gamaygal people, upon whose ancestral lands our university stands. We would also like to pay respect to the Elders both past and present, acknowledging them as the traditional custodians of knowledge for these lands.