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 |
-
OTC trades and liquidity in the European carbon market more than meets the eye
Kalaitzoglou, Iordanis Angelos, (2020)
-
Fragmentation and market quality : the case of European markets
Silva, Paulo Pereira da, (2018)
-
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B., (2016)
- More ...
-
Chang, Kai, (2015)
-
Chang, Kai, (2021)
-
Taylor, Bill, (2003)
- More ...