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Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities
16 references·0 citing·53 second hopsampled
Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities (2023)Green Bond Pricing and Optimization Based…Real effects of climate policy: Financial constraints and spillovers (2021)Real effects of climate polic…Policy targets behind green bonds for renewable energy: Do climate commitments matter? (2020)Policy targets behind green b…The way to induce private participation in green finance and investment (2019)The way to induce private par…The Role of Contingent Claims Analysis in Corporate Finance (2019)The Role of Contingent Claims…The Market Reaction to Green Bond Issuance: Evidence from China (2019)The Market Reaction to Green …The Importance of Climate Risks for Institutional Investors (2019)The Importance of Climate Ris…Financing environmentally-sustainable projects with green bonds (2019)Financing environmentally-sus…Corporate Green Bonds (2018)Corporate Green BondsDoes it Pay to Be Green? (2017)Does it Pay to Be Green?Carbon price volatility: Evidence from EU ETS (2010)Carbon price volatility: Evid…Environmental Policy and Technological Change (2002)Environmental Policy and Tech…A Jump-Diffusion Model for Option Pricing (2002)A Jump-Diffusion Model for Op…Option valuation using the fast Fourier transform (1999)Option valuation using the fa…Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…Determinants of corporate borrowing (1977)Determinants of corporate bor…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Variance Risk Premiums (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing: A simplified approach (1979)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)WHAT'S IN A NAME? REPUTATION BUILDING AND CORPORATE STRATEGY. (1990)The theory and practice of corporate finance: evidence from the field (2001)Identifying careless responses in survey data. (2012)Do Investors Care about Carbon Risk? (2019)Sustainable investing in equilibrium (2020)Oil shocks and stock markets revisited: Measuring connectedness from a global perspective (2017)A bibliometric analysis on green finance: Current status, development, and future directions (2019)Importance of Green Finance for Achieving Sustainable Development Goals and Energy Security (2019)Impact of green finance on economic development and environmental quality: a study based on provincial panel data from China (2020)Public spending and green economic growth in BRI region: Mediating role of green finance (2021)Role of green finance in improving energy efficiency and renewable energy development (2022)The Behavior of Stock-Market Prices (1965)Time-changed Lévy processes and option pricing (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)An Evolutionary Theory of Economic Change. (1983)Toward a New Conception of the Environment-Competitiveness Relationship (1995)Capitalism, Socialism and Democracy (1997)Determinants of environmental innovation—New evidence from German panel data sources (2007)Environmental innovation and R&D cooperation: Empirical evidence from Spanish manufacturing firms (2011)Do green technology innovations contribute to carbon dioxide emission reduction? Empirical evidence from patent data (2019)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)Common risk factors in the returns on stocks and bonds (1993)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Climate Risk Disclosure and Institutional Investors (2023)Innovation and Learning: The Two Faces of R & D (1989)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)Climate Risk and Capital Structure (2019)Corporate Climate Risk: Measurements and Responses (2020)
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References

  • 1977Determinants of corporate borrowing13,160 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,191 cited
  • 2018Corporate Green Bonds3,109 cited
  • 1999Option valuation using the fast Fourier transform2,155 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk2,029 cited
  • 2002A Jump-Diffusion Model for Option Pricing1,895 cited
  • 2002Environmental Policy and Technological Change1,166 cited
  • 2019The way to induce private participation in green finance and investment804 cited
  • 2021Real effects of climate policy: Financial constraints and spillovers623 cited
  • 2017Does it Pay to Be Green?413 cited
  • 2019The Market Reaction to Green Bond Issuance: Evidence from China369 cited
  • 2019The Role of Contingent Claims Analysis in Corporate Finance288 cited
  • 2020Policy targets behind green bonds for renewable energy: Do climate commitments matter?280 cited
  • 2019Financing environmentally-sustainable projects with green bonds247 cited
  • 2010

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Carbon price volatility: Evidence from EU ETS
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