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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA

Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017

Persistent link: https://www.econbiz.de/10011965722

Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA

Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017

. For the USA, daily spot and futures prices are available for crude oil and coal, but there are no daily spot or futures … causality and volatility spillovers in spot and futures prices of carbon emissions, crude oil, and coal. A likelihood ratio test … suggested to analyse market fluctuations in the spot and futures returns and volatility of carbon emissions, crude oil and coal …

Persistent link: https://www.econbiz.de/10011658757

Futures trading, spot price volatility and market efficiency : evidence from European real estate securities futures

Lee, Chyi Lin; Stevenson, Simon; Lee, Ming-long - In: The journal of real estate finance and economics 48 (2014) 2, pp. 299-322

Persistent link: https://www.econbiz.de/10010396121

Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models

Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148

Persistent link: https://www.econbiz.de/10011636094

Optimale Strategien zum Management von Elektrizitätsrisiken mit Futures : eine empirische Analyse mit multivariaten GARCH-Modellen

Rodt, Marc - 2003 - 1. Aufl.

Seit der zweiten Hälfte der 90er Jahre schreitet die Liberalisierung der europäischen Elektrizitätsmärkte voran. Damit einher geht die Gründung von Handelsplattformen für Elektrizität, an denen überwiegend Erzeuger und Händler agieren. Die Liberalisierung führt einerseits zu...