, among carbon prices across four jurisdictions – European Union, New Zealand, California, and Hubei (China) ETS. We use … weekly return and volatility data, constructed by the daily prices from four markets, covering the period April 2014 …

and volatility estimates and forecasts for appropriate risk management, asset allocation and volatility trading. Although … the simplest approach to estimate volatility is to use the historical standard deviation, realized volatility is a more … accurate measure for volatility, since it is based on intraday data. Besides the stylized facts commonly observed in financial …

targets on public companies' stock price returns and volatility. We find no evidence that committing or setting a target … yields higher returns but contributes to a reduction in price volatility, albeit the impact is short-lived. In view of these …