Futures trading with information asymmetry and OTC predominance : another look at the volume/volatility relations in the European carbon markets
Year of publication: |
January 2016
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Authors: | Rannou, Yves ; Barneto, Pascal |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 53.2016, p. 159-174
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Subject: | Carbon markets | Asymmetric volatility | Trading volume | Market architecture | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Asymmetrische Information | Asymmetric information | EU-Staaten | EU countries | Volatilität | Volatility | Derivat | Derivative |
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