The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
Year of publication: |
2011
|
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Authors: | Gronwald, Marc ; Ketterer, Janina ; Trück, Stefan |
Institutions: | CESifo |
Subject: | CO2 emission trading | commodity markets | copula models | dependence structure |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 3418 |
Classification: | Q28 - Government Policy ; G13 - Contingent Pricing; Futures Pricing ; C19 - Econometric and Statistical Methods: General. Other |
Source: |
-
The dependence structure between carbon emission allowances and financial markets: A copula analysis
Gronwald, Marc, (2011)
-
Convenience Yields for CO2 Emission Allowance Futures Contracts
Borak, Szymon, (2006)
-
The relationship between spot and futures CO2 emission allowance prices in the EU-ETS
Trück, Stefan, (2012)
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What Moves the European Carbon Market? - Insights from Conditional Jump Models
Gronwald, Marc, (2012)
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Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models
Gronwald, Marc, (2009)
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The dependence structure between carbon emission allowances and financial markets: A copula analysis
Gronwald, Marc, (2011)
- More ...