How integrated is the European carbon derivatives market?
Year of publication: |
November 2015
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Authors: | Mazza, Paolo ; Petitjean, Mikael |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 18-30
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Subject: | Carbon | Derivatives | EU ETS | Cointegration | Volatility | Futures | Derivat | Derivative | EU-Staaten | EU countries | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Volatilität | Kointegration |
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