SANIN, Maria Eugenia; VIOLANTE, Francesco - Center for Operations Research and Econometrics (CORE), … - 2009
In this paper we study the short term price behavior of December 2008 future prices for EU emission allowances. We … to allow traders to realize efficient trading strategies and informed investment decisions regarding pollution reduction. …, extreme weather conditions and economic growth (see Bunn and
Fezzi, 2007, Rickels et al., 2007, Mansanet-Bataller et al., 2007 …