Capital market response to emission allowance prices : a multivariate GARCH approach
Year of publication: |
2015
|
---|---|
Authors: | Venmans, Frank |
Published in: |
Environmental economics and policy studies. - Tokyo [u.a.] : Springer, ISSN 1432-847X, ZDB-ID 1437708-1. - Vol. 17.2015, 4, p. 577-620
|
Subject: | EU ETS | Windfall profits | Competitiveness | Multivariate GARCH | ARCH-Modell | ARCH model | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Multivariate Analyse | Multivariate analysis | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarkt | Financial market | Marktlagengewinn | Windfall gains | Schätzung | Estimation |
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