Does order flow in the European Carbon Futures Market reveal information?
Year of publication: |
2013
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Authors: | Kalaitzoglou, Iordanis ; Ibrahim, Boulis Maher |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 16.2013, 3, p. 604-635
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Subject: | Carbon market | Microstructure | Duration model | Ultra-high-frequency data | Marktmikrostruktur | Market microstructure | EU-Staaten | EU countries | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Theorie | Theory |
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