Paris
France
University of Paris 8 Vincennes-Saint Denis
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Oil Futures, Variance Risk Premium, Forecasting
Carbon Price, Banking Borrowing, Energy Prices, Macroeconomy, Financial Markets, Econometrics
Carbon Emissions Trading, Market Price Fundamentals, EU ETS
Carbon Emissions Trading, EU ETS, Banking, Borrowing, Hotelling Rule, Cost-of-carry Relationship, Futures Term Structure
EU ETS, Emissions Trading, Carbon Pricing, CO2 Emissions, Industrial Production
EU ETS, Option prices, Volatility, GARCH, Rolling Estimation, Endogenous Structural Break Detection
EU ETS, Risk Aversion, Option Prices, Futures Prices
EUA-sCER Spread, Arbitrage, Emissions Markets
CO2 Price, Realized Volatility, HAR-RV, GARCH, Futures Trading, Emissions Markets, EU ETS, Intraday Data, Forecasting
Carbon Price, Stochastic Modeling, Activity Signature Function
Emissions trading, linkage, rate-based system, absolute system, environmental integrity, EU ETS, European carbon market, Canadian Large Final Emitters System
WTI, Crude Oil Price, Implied Volatility, Leverage Effect, Feedback Effect
Cross-market relationships, Volatility surprise, Volatility spillover, ADCCX, Asset management
emissions trading, banking borrowing, market power
Carbon Price, Economic Activity, Industrial Production, Nonlinear Time Series
Emission Trading Scheme (ETS), Enterprise Value, Stock Market
Firm behavior, Tradable permits, Policy risk, EU ETS
Carbon emissions trading, Market price fundamentals, EU ETS
