Market efficiency and the basis in the European Union Emissions Trading Scheme : new evidence from non linear mean reverting unit root tests
Andros Gregoriou, Jerome Healy and Nicola Savvides
| Year of publication: |
2014
|
|---|---|
| Authors: | Gregoriou, Andros ; Healy, Jerome ; Savvides, Nicola |
| Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 41.2014, 4, p. 315-638
|
| Subject: | Emissions trading | Basis | ESTAR models | Emissionshandel | Einheitswurzeltest | Unit root test | EU-Staaten | EU countries | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011338463