Carbon emission markets

W Mnif, M Davison - Quantitative Financial Risk Management, 2011 - Springer
New regulatory frameworks designed to comply with the Kyoto protocol have been developed
with the aim of decreasing global greenhouse gas emissions over both short and long …

[BOOK][B] Incomplete Market Models of Carbon Emissions Markets

W Mnif - 2012 - search.proquest.com
… He is also the supervisor of Walid Mnif. … to deeply understand market specifications (Mnif and
Davison, 2011b). The … In Mnif and Davison (2012), we propose a continuoustime stochastic …

Various approximations of the total aggregate loss quantile function with application to operational risk

R Griffiths, W Mnif - Journal of Operational Risk, Forthcoming, 2017 - papers.ssrn.com
A compound Poisson distribution is the sum of independent and identically distributed
random variables over a count variable that follows a Poisson distribution. Generally, this …

EU ETS futures spread analysis and pricing contingent claims under different market schemes

W Mnif, M Davison - Available at SSRN 2159949, 2012 - papers.ssrn.com
The European Union Emission Trading Scheme is the largest market mechanism yet
implemented to spur emissions reduction. In the scheme emissions certificates are traded within …

What Can We Learn from the EU ETS Experience? Recommendations for Effective Trading and Market Design

W Mnif, M Davison - … for Effective Trading and Market Design (May …, 2011 - papers.ssrn.com
Cap-and-trade markets provide a policy instrument to encourage the decrease of harmful
emissions such as global greenhouse gases over both short and long time periods. The …

Pricing Interest-Rate Derivatives with Piecewise Multilinear Interpolations and Transition Parameters

H Ben-Ameur, L Karoui, W Mnif - Journal of Derivatives, 2014 - search.proquest.com
Interest-rate derivatives like swaptions are challenging to price because they depend on the
term structure of interest rates, which potentially has many degrees of freedom, requiring …

[PDF][PDF] Boutheina Ben Akacha, Monika Michalak b, Walid Ben Romdhane c, Miroslava Kacániová d, e

RB Saad, W Mnif, W Kukula-Koch… - South African Journal …, 2024 - researchgate.net
Lobularia maritima (syn. Alyssum maritimum), a member of the Brassicaceae family, is an
annual and sometimes perennial plant growing in the Mediterranean regions of Europe. This …

Potential anti‐inflammatory and antioxidant effects of Citrus aurantium essential oil against carbon tetrachloride‐mediated hepatotoxicity: A biochemical, molecular …

…, W Dhifi, R Ben Saad, N Sayahi, W Mnif… - Environmental …, 2019 - Wiley Online Library
The present study aimed (1) to investigate the chemical composition as well as the anti‐inflammatory
properties and in vitro antioxidant activity of Citrus aurantium peel essential oil (…

[HTML][HTML] Evaluation of Halophyte Biopotential as an Unused Natural Resource: The Case of Lobularia maritima

…, R Ben Saad, W ben Romdhane, SĆ Zeljković, W Mnif - Biomolecules, 2022 - mdpi.com
Halophytes are plant species widely distributed in saline habitats, such as beaches, postindustrial
wastelands, irrigated lands, salt flats, and others. Excessive salt level, known to limit …

[CITATION][C] Regression and Statistical Inference

W Mnif