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Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event
Chevallier, Julien; Ielpo, Florian; Mercier, Ludovic - In: Energy policy 37 (2009) 1, pp. 15-28
Persistent link: https://www.econbiz.de/10009530586
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Risk Aversion and Institutional Information Disclosure on the European Carbon Market : A Case-Study of the 2006 Compliance Event
Chevallier, Julien - 2014
This article evaluates the impact of the 2006 compliance event on changes in investors' risk aversion on the European Carbon Market using the newly available option prices dataset. Thus, we aim at capturing the specific event that occurred on April 2007 as the European Commission disclosed the...
Persistent link: https://www.econbiz.de/10012708989
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Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event
Chevallier, Julien; Ielpo, Florian; Mercier, Ludovic - In: Energy Policy 37 (2009) 1, pp. 15-28
This article evaluates the impact of the 2006 compliance event on changes in investors' risk aversion on the European carbon market using the newly available option prices dataset. Thus, we aim at capturing the specific event that occurred on April 2007 as the European Commission disclosed the...
Persistent link: https://www.econbiz.de/10005255414
Cover Image
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event
Chevallier, Julien; Ielpo, Florian; Mercier, Ludovic - In: Energy policy 37 (2009) 1, pp. 15-28
Persistent link: https://www.econbiz.de/10008160953
Cover Image
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event
Chevallier, Julien; Ielpo, Florian; Mercier, Ludovic - In: Energy policy 37 (2009) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10008890467
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Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event
Chevallier, Julien; Ielpo, Florian; Mercier, Ludovic - Université Paris-Dauphine (Paris IX) - 2009
This article evaluates the impact of the 2006 compliance event on changes in investors' risk aversion on the European Carbon Market using the newly available option prices dataset. Thus, we aim at capturing the specific event that occurred on April 2007 as the European Commission disclosed the...
Persistent link: https://www.econbiz.de/10010707077