Listar Congreso XoveTIC: impulsando el talento científico (6º. 2023. A Coruña) por autor "Vázquez, Carlos"

Mostrando ítems 1-3 de 3

    • Method for Pricing Renewable Energy Certificates 

      Baamonde-Seoane, María A; Calvo-Garrido, María-del-Carmen; Vázquez, Carlos (Universidade da Coruña, Servizo de Publicacións, 2023)
      [Abstract] In this work we present one valuation method for Renewable Energy Certificates (RECs). Starting from a system of FBSDEs and using Ito lemma, we propose a mathematical model based on a semilinear PDE with two ...

    • Rationale and Design of a Scope 3 Capital Charge 

      Trevisani, Davide; López, José Germán; Kenyon, Chris; Vázquez, Carlos; Berrahoui, Mourad (Universidade da Coruña, Servizo de Publicacións, 2023)
      [Abstract] Climate change is caused by greenhouse gas emissions, and governments have introduced over seventy carbon pricing instruments (CPIs). Banks finance a significant fraction of global emissions, and many have ...

    • Valuation and Risk Modeling of Renewable PPAs 

      Pombo, Julio; Rúas-Barrosa, Oliver; Vázquez, Carlos (2023)
      [Abstract] Renewable energy (RE) projects aim to sell electricity to the consumers, which may be carried out by means of a Power Purchase Agreement (PPA). These PPAs will yield payments over a long period of time so as ...