Svetlana Viteva

University of Stirling

Stirling, Scotland FK9 4LA

United Kingdom

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Scholarly Papers (1)

1.

The Information Content of Carbon Options

Number of pages: 42 Posted: 02 May 2013
University of Stirling, Monash University - Department of Finance and University of Stirling - Stirling Management School
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Abstract:

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carbon options, implied volatility, volatility forecasting, EU Emissions Trading Scheme