University of Paris 8 Vincennes-Saint Denis
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Carbon Emissions Trading, Market Price Fundamentals, EU ETS
Carbon Emissions Trading, EU ETS, Banking, Borrowing, Hotelling Rule, Cost-of-carry Relationship, Futures Term Structure
Carbon Price, Banking Borrowing, Energy Prices, Macroeconomy, Financial Markets, Econometrics
Oil Futures, Variance Risk Premium, Forecasting
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
CO2 Price, Realized Volatility, HAR-RV, GARCH, Futures Trading, Emissions Markets, EU ETS, Intraday Data, Forecasting
EUA-sCER Spread, Arbitrage, Emissions Markets
Emissions trading, linkage, rate-based system, absolute system, environmental integrity, EU ETS, European carbon market, Canadian Large Final Emitters System
Carbon Price, Stochastic Modeling, Activity Signature Function
WTI, Crude Oil Price, Implied Volatility, Leverage Effect, Feedback Effect
emissions trading, banking borrowing, market power
Cross-market relationships, Volatility surprise, Volatility spillover, ADCCX, Asset management
Carbon Price, Economic Activity, Industrial Production, Nonlinear Time Series
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-6419.
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Banking, Borrowing, Emissions trading, EU ETS
File name: AERE.
Firm behavior, Tradable permits, Policy risk, EU ETS
Carbon emissions trading, Market price fundamentals, EU ETS
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