Price discovery and volatility spillovers in the European Union emissions trading scheme : a high-frequency analysis
Year of publication: |
2012
|
---|---|
Authors: | Ritter, Daniel |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 3, p. 774-785
|
Subject: | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Volatilität | Volatility | Spillover-Effekt | Spillover effect |
-
Liu, Hsiang-hsi, (2013)
-
Volatility spillovers between the oil market and the European Union carbon emission market
Reboredo, Juan Carlos, (2014)
-
Impact of allowance submissions in European carbon emission markets
Philip, Dennis, (2015)
- More ...
-
An integrated model for fire sales and default contagion
Detering, Nils, (2020)
-
Towards a business network management
Ritter, Daniel, (2013)
-
Building a business graph system and network integration model based on BPMN
Ritter, Daniel, (2011)
- More ...