Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Chang, Kai ; Chen, Rongda ; Chevallier, Julien |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 75.2018, p. 249-260
|
| Subject: | China's emissions trading scheme | Emission allowances returns | GARCH | Illiquidity ratio | Liquidity measure | Market fragmentation | China | Emissionshandel | Emissions trading | Marktliquidität | Market liquidity | Liquidität | Liquidity | EU-Staaten | EU countries | Wertpapierhandel | Securities trading | ARCH-Modell | ARCH model |
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