Equilibrium price dynamics of emission permits
Year of publication: |
August 2018
|
---|---|
Authors: | Hitzemann, Steffen ; Uhrig-Homburg, Marliese |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 4, p. 1653-1678
|
Subject: | emission permits | spot and futures price dynamics | carbon derivatives | Theorie | Theory | Emissionshandel | Emissions trading | Derivat | Derivative | Treibhausgas-Emissionen | Greenhouse gas emissions |
-
Equilibrium Price Dynamics of Emission Permits
Hitzemann, Steffen, (2015)
-
Empirical performance of reduced-form models for emission permit prices
Hitzemann, Steffen, (2019)
-
Testing market efficiency and price discovery in European carbon markets
Milunovich, George, (2007)
- More ...
-
The impact of the yearly emissions announcement on CO2 prices : an event study
Hitzemann, Steffen, (2011)
-
Hitzemann, Steffen, (2015)
-
Equilibrium Price Dynamics of Emission Permits
Hitzemann, Steffen, (2015)
- More ...