Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
Year of publication: |
2014-08-29
|
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Authors: | Balcılar, Mehmet ; Demirer, Rıza ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | Multivariate regime-switching | time-varying correlations | hedging | CO2 allowance prices |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-552 29 pages |
Classification: | C32 - Time-Series Models ; G11 - Portfolio Choice ; G19 - General Financial Markets. Other ; q47 ; Q54 - Climate; Natural Disasters |
Source: |
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