Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10002122065
Persistent link: https://www.econbiz.de/10000931247
Persistent link: https://www.econbiz.de/10009515652
Persistent link: https://www.econbiz.de/10003749960
Persistent link: https://www.econbiz.de/10012384206
Persistent link: https://www.econbiz.de/10003824073
Persistent link: https://www.econbiz.de/10003101131
This article investigates the modelling of the convenience yield in the European carbon market by using daily and intradaily measures of volatility. The convenience yield stems from differences in spot and futures prices, and can explain why firms hold inventories. The main findings are that (i)...
Persistent link: https://www.econbiz.de/10008793494