Modeling and explaining the dynamics of European Union allowance prices at high-frequency
Year of publication: |
2010
|
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Authors: | Conrad, Christian ; Rittler, Daniel ; Rotfuß, Waldemar |
Publisher: |
Mannheim : Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Subject: | Emissionsrechte | Preis | Volatilität | Ankündigungseffekt | Emissionshandel | Zeitreihenanalyse | Schätzung | EU-Staaten | EU ETS | EUA | Announcement Effects | Price Formation | Long Memory |
Series: | ZEW Discussion Papers ; 10-038 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 630177643 [GVK] hdl:10419/36377 [Handle] RePEc:zbw:zewdip:10038 [RePEc] |
Classification: | C22 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; Q50 - Environmental Economics. General |
Source: |
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Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
Conrad, Christian, (2010)
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Modeling and explaining the dynamics of European Union allowance prices at high-frequency
Conrad, Christian, (2010)
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Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
Conrad, Christian, (2012)
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Rotfuß, Waldemar, (2009)
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Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency
Conrad, Christian, (2010)
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Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency
Conrad, Christian, (2010)
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