Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets
Year of publication: |
February 2016
|
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Authors: | Kanamura, Takashi |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 54.2016, p. 204-212
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Subject: | EUA | sCER | Spot and futures markets | Carbon swap trading | Energy prices | Correlation | Volatility | Contagion | Leverage effect | Volatilität | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Energiemarkt | Energy market | Korrelation | Swap | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Preis | Price | Energiepreis | Energy price | Welt | World | ARCH-Modell | ARCH model |
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