Vicente Medina

University of Valencia

Avda. de los Naranjos s/n

Valencia, Valencia E-46022

Spain

SCHOLARLY PAPERS

5

DOWNLOADS

341

CITATIONS
Rank 36,201

SSRN RANKINGS

Top 36,201

in Total Papers Citations

5

Scholarly Papers (5)

1.

The Timeline of Trading Frictions in the European Carbon Market

Energy Economics, 42, 378-394 (2014)
Number of pages: 59 Posted: 26 Oct 2011 Last Revised: 07 Oct 2014
University of Valencia, University of Valencia - Department of Financial Economics and Universidad de las Islas Baleares
Downloads 71 (258,609)
Citation 1

Abstract:

European Union Emission Trading Scheme; European Union Allowances; trading frictions; informativeness of prices; market quality; market microstructure

2.

Modeling the Probability of Informed Trading in the European Carbon Market

Number of pages: 46 Posted: 09 Jul 2012
University of Valencia, University of Valencia - Department of Financial Economics and Universidad de las Islas Baleares
Downloads 65 (254,566)
Citation 1

Abstract:

Probability of Informed Trading (PIN), European Union Allowances (EUAs), Certified Emission Reductions (CERs), European Union Emission Trading Scheme (EU-ETS), market microstructure, high-frequency data, efficiency

3.

Carbon Credits: Who is the Leader of the Pack?

Number of pages: 23 Posted: 25 Oct 2011 Last Revised: 24 Mar 2015
University of Valencia, University of Valencia - Department of Financial Economics and Universidad de las Islas Baleares
Downloads 63 (273,418)
Citation 2

Abstract:

European Union Allowances, Certified Emission Reductions, co-integration, price-discovery, high frequency data, intraday analysis

4.

Is the EUA a New Asset Class?

Quantitative Finance (Forthcoming)
Number of pages: 43 Posted: 25 Oct 2011 Last Revised: 27 Nov 2012
Vicente Medina and Ángel Pardo Tornero
University of Valencia and University of Valencia - Department of Financial Economics
Downloads 61 (262,701)

Abstract:

European Union Allowances (EUAs), Stylized Fact, Asset Class, Commodity

5.

Rolling Over EUAs and CERs

Number of pages: 20 Posted: 06 Apr 2012
Oscar Carchano, Ángel Pardo Tornero and Vicente Medina
University of Valencia - Department of Financial Economics, University of Valencia - Department of Financial Economics and University of Valencia
Downloads 48 (310,052)
Citation 1

Abstract:

Rollover criteria, European Union Allowances, Certificied Emissions Reduction, futures contracts, liquidity