A novel method of detecting carbon asset price jump characteristics based on significant information shocks
Di Pan, Chen Zhang, Dandan Zhu, Yuanpu Ji, Wei Cao
| Year of publication: |
2022
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|---|---|
| Authors: | Pan, Di ; Zhang, Chen ; Zhu, Dandan ; Ji, Yuanpu ; Cao, Wei |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-8
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| Subject: | Carbon asset price | Jump characteristics | LM jump test method | Significant information | Treibhausgas-Emissionen | Greenhouse gas emissions | CAPM | Theorie | Theory | Volatilität | Volatility | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Emissionshandel | Emissions trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102626 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459127