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Related papers: Hedging carbon risk with a network approach

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We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE) traded stocks with stocks corresponding to nodes and the links between them added one after the other, according to the strength of the…

Physics and Society · Physics 2007-05-23 G. Tibely , J. -P. Onnela , J. Saramaki , K. Kaski , J. Kertesz

This paper studies the equal risk pricing (ERP) framework for the valuation of European financial derivatives. This option pricing approach is consistent with global trading strategies by setting the premium as the value such that the…

Computational Finance · Quantitative Finance 2021-02-26 Alexandre Carbonneau , Frédéric Godin

In the context of whether investors are aware of carbon-related risks, it is often hypothesized that there may be a carbon premium in the value of stocks of firms, conferring an abnormal excess value to firms' shares as a form of…

Pricing of Securities · Quantitative Finance 2024-01-31 Namasi G. Sankar , Suryadeepto Nag , Siddhartha P. Chakrabarty , Sankarshan Basu

A change from a high-carbon emitting electricity power system to one based on renewables would aid in the mitigation of climate change. Decarbonization of the electricity grid would allow for low-carbon heating, cooling and transport.…

Signal Processing · Electrical Eng. & Systems 2020-11-05 Alexander J. M. Kell , Pablo Salas , Jean-Francois Mercure , Matthew Forshaw , A. Stephen McGough

The question of pricing and hedging a given contingent claim has a unique solution in a complete market framework. When some incompleteness is introduced, the problem becomes however more difficult. Several approaches have been adopted in…

Probability · Mathematics 2007-08-08 Pauline Barrieu , Nicole El Karoui

US transmission systems and wholesale electricity markets, albeit federally regulated, often span across multiple state jurisdictions. In this environment, state regulators can strategically exploit this techno-economic coupling to advance…

Systems and Control · Electrical Eng. & Systems 2020-02-20 Jip Kim , Robert Mieth , Yury Dvorkin

We present a method for finding optimal hedging policies for arbitrary initial portfolios and market states. We develop a novel actor-critic algorithm for solving general risk-averse stochastic control problems and use it to learn hedging…

Computational Finance · Quantitative Finance 2022-07-18 Phillip Murray , Ben Wood , Hans Buehler , Magnus Wiese , Mikko S. Pakkanen

We develop a novel multivariate semi-parametric framework for joint portfolio Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting. Unlike existing univariate semi-parametric approaches, the proposed framework explicitly models the…

Risk Management · Quantitative Finance 2024-12-23 Giuseppe Storti , Chao Wang

This paper investigates the finite horizon risk-sensitive portfolio optimization in a regime-switching credit market with physical and information-induced default contagion. It is assumed that the underlying regime-switching process has…

Portfolio Management · Quantitative Finance 2021-07-28 Lijun Bo , Huafu Liao , Xiang Yu

Green hydrogen is essential for producing renewable fuels that are needed in sectors that are hard to electrify directly. Hydrogen production in a grid-connected hybrid renewable energy plant necessitates smart planning to meet long-term…

Systems and Control · Electrical Eng. & Systems 2024-08-23 Sleiman Farah , Neeraj Bokde , Gorm Bruun Andresen

Grid-connected hybrid renewable power systems with energy storage can reduce the intermittency of renewable power supply. However, emerging energy storage technologies need improvement to compete with lithium-ion batteries and reduce the…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Sleiman Farah , Gorm Bruun Andresen

This paper explores the statistical properties of forming constrained optimal portfolios within a high-dimensional set of assets. We examine portfolios with tracking error constraints, those with simultaneous tracking error and weight…

Portfolio Management · Quantitative Finance 2025-10-20 Mehmet Caner , Qingliang Fan

A risk-averse agent hedges her exposure to a non-tradable risk factor $U$ using a correlated traded asset $S$ and accounts for the impact of her trades on both factors. The effect of the agent's trades on $U$ is referred to as cross-impact.…

Mathematical Finance · Quantitative Finance 2020-03-03 Alvaro Cartea , Ryan Donnelly , Sebastian Jaimungal

Greenhouse gas emissions from the residential sector represent a significant fraction of global emissions. Governments and utilities have designed incentives to stimulate the adoption of decarbonization technologies such as rooftop PV and…

Computers and Society · Computer Science 2025-02-14 Anupama Sitaraman , Adam Lechowicz , Noman Bashir , Xutong Liu , Mohammad Hajiesmaili , Prashant Shenoy

This paper presents a data-driven interpretable machine learning algorithm for semi-static hedging of Exchange Traded options, considering transaction costs with efficient run-time. Further, we provide empirical evidence on the performance…

Computational Finance · Quantitative Finance 2024-01-03 Vikranth Lokeshwar Dhandapani , Shashi Jain

The rise of FinTech has transformed financial services online, yet stock recommender systems have received limited attention. Personalized stock recommendations can significantly impact customer engagement and satisfaction within the…

Information Retrieval · Computer Science 2025-11-11 Munki Chung , Junhyeong Lee , Yongjae Lee , Woo Chang Kim

Factor analysis is a statistical technique employed to evaluate how observed variables correlate through common factors and unique variables. While it is often used to analyze price movement in the unstable stock market, it does not always…

Statistical Finance · Quantitative Finance 2014-08-13 Angela Gu , Patrick Zeng

Turnpike theorems state that if an investor's utility is asymptotically equivalent to a power utility, then the optimal investment strategy converges to the CRRA strategy as the investment horizon tends to infinity. This paper aims to…

Portfolio Management · Quantitative Finance 2025-12-02 Hiroki Yamamichi

Amid China's dual-carbon transition, the synergistic alignment of green finance with green-technology innovation is pivotal for co-controlling pollution and CO2 emissions. Using panel data for 266 Chinese prefecture-level cities over…

Physics and Society · Physics 2025-10-14 Guoqiang Liu , Ruijun Xie

We consider the problem of risk diversification in complex networks. Nodes represent e.g. financial actors, whereas weighted links represent e.g. financial obligations (credits/debts). Each node has a risk to fail because of losses…

Physics and Society · Physics 2016-04-27 Rebekka Burkholz , Antonios Garas , Frank Schweitzer