Tang, Bao-Jun; Shen, Cheng; Gao, Chao - Center for Energy and Environmental Policy Research … - 2012
The European Union Emissions Trading System (EU ETS) is the main international carbon trading market, in which European Union CO2 allowances (EUAs) are traded with increasing intensity. In order to help the market participants mitigate the market price risk, one possible way is to analyze the...