Monte Carlo Simulation of Daily EUA settlement prices under Phase IV Parameters
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资源简介：
Simulated EUA daily settlement prices and derived effective averages for EUAs and CBAM certificates. Used Phase IV data (2021-2024H1) to estimate parameters for the underlying SDE. Spanning 65 days (1 quarter) for each simulation. Number of cases different for each simulation.
提供机构：
Paek, Jihun创建时间：
2024-10-03
