Eva A. Benz

University of Bonn - Bonn Graduate School of Economics

Adenauerallee 24-26

Bonn, D-53113

Germany

SCHOLARLY PAPERS

4

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Top 19,110

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2,480

CITATIONS
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SSRN RANKINGS

Top 26,041

in Total Papers Citations

23

Scholarly Papers (4)

1.

Modeling the Price Dynamics of Co2 Emission Allowances

Number of pages: 33 Posted: 19 May 2006 Last Revised: 17 Feb 2014
Eva A. Benz and Stefan Trück
University of Bonn - Bonn Graduate School of Economics and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 1,681 (9,564)
Citation 7

Abstract:

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CO2 Emission Allowances, Emissions Trading, Spot Price Modeling, Regime-Switching Models

2.

Liquidity and Price Discovery in the European CO2 Futures Market: An Intraday Analysis

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33 Posted: 10 Sep 2008
Eva A. Benz and Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Downloads 413 (69,638)
Citation 8

Abstract:

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Tradable CO2 Emission Allowances, EU ETS, Price Discovery, Liquidity, Futures, Cross-Border Listings

3.

Price Discovery and Liquidity in the European CO2 Futures Market: An Intraday Analysis

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 31 Posted: 14 Oct 2008
Eva A. Benz and Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Downloads 255 (119,108)
Citation 11

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Tradable CO2 Emission Allowances, EU ETS, Price Discovery, Liquidity, Futures, Cross-Border Listings

4.

Liquidity and Price Discovery in the European C02 Futures Market: An Intraday Analysis

Number of pages: 30 Posted: 08 Jan 2009
Eva A. Benz and Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Downloads 131 (216,941)
Citation 4

Abstract:

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EU ETS, Tradable CO2 Emission Allowances, Price Discovery, Liquidity, Market Microstructure