Carbon future price return, oil future price return and stock index future price return in the U.S.
Year of publication: |
2016
|
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Authors: | Wei, Ching Chun ; Lin, Ya-Ling |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 6.2016, 4, p. 655-662
|
Subject: | Carbon Future Return | Multivariate Generalized Autoregressive Conditional Heteroskedasticity-Baba | Engle | Kraft | Kroner | Volatility | USA | United States | Volatilität | Derivat | Derivative | Index-Futures | Index futures | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | Treibhausgas-Emissionen | Greenhouse gas emissions | Schätzung | Estimation | Ölpreis | Oil price | Aktienindex | Stock index | Emissionshandel | Emissions trading |
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