Chau, Frankie; Kuo, Jing-Ming; Shi, Yukun - In: Journal of International Financial Markets, … 36 (2015) C, pp. 130-147
This paper extends Sentana and Wadhwani (SW 1992) model to study the presence of feedback trading in emissions and … energy markets and the extent to which such behaviour is linked to the level of arbitrage opportunities. Applying our …