Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Year of publication: |
February 2016
|
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Authors: | Balcılar, Mehmet ; Demirer, Rıza ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 54.2016, p. 159-172
|
Subject: | Multivariate regime-switching | Time-varying correlations | Hedging | CO2 allowance prices | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Risikomanagement | Risk management | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Korrelation | Correlation | Klimawandel | Climate change |
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