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Black gold and fool's gold : speculation in the oil futures market
Parsons, John E. - In: Economia : journal of the Latin American and Caribbean … 10 (2009/10) 2, pp. 81-116
Persistent link: https://www.econbiz.de/10008859848
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Why is spot carbon so cheap and future carbon so dear? : the term structure of carbon prices
Bredin, Donal; Parsons, John E. - In: The energy journal 37 (2016) 3, pp. 83-107
Persistent link: https://www.econbiz.de/10011528359
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Why Is Spot Carbon so Cheap and Future Carbon So Dear? The Term Structure of Carbon Prices
Bredin, Don - 2014
This study examines carbon spot and futures price relationships and the dynamics of the carbon term structure in the European Union Emission Trading Scheme (ETS) between 2005-2012. Using spot and futures prices, we calculate an implied cost of carry. Using sequential futures prices, we calculate...
Persistent link: https://www.econbiz.de/10013043335
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Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon Prices
Bredin, Don - 2014
This study examines carbon spot and futures price relationships and the dynamics of the carbon term structure in the European Union Emission Trading Scheme (ETS) between 2005-2012. Using spot and futures prices, we calculate an implied cost of carry. Using sequential futures prices, we calculate...
Persistent link: https://www.econbiz.de/10013049357