Carbon emissions pricing : linkages between EU ETS spot and future prices and completeness of EU ETS market
Saikat Mondal, Rudra P. Pradhan, Vinodh Madhavan, Debaleena Chatterjee and Ann Mary Varghese
| Year of publication: |
2024
|
|---|---|
| Authors: | Mondal, Saikat ; Pradhan, Rudra Prakash ; Madhavan, Vinodh ; Chatterjee, Debaleena ; Varghese, Ann Mary |
| Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 23.2024, 4, p. 450-470
|
| Subject: | Carbon pricing mechanisms | European Union | dynamic correlation | conditional volatility | volatility spillover | hedge effectiveness | Volatilität | Volatility | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Hedging | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Korrelation | Correlation | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/09726527241248003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015159141