Missing trader fraud on the emissions market

The aim of this paper is to show evidence and to quantify with forensic econometric methods the impact of the missing trader fraud on European carbon allowances markets. This fraud occurred mainly between the end of 2008 and the beginning of 2009. In this paper, we explore the financial mechanisms of the fraud and the impact on the market behaviour as well as the consequences on its econometric features.

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Year of publication:	2010-08
Authors:	Frunza, Marius-Cristian ; Guegan, Dominique ; Thiebaut, Fabrice
Institutions:	HAL
Subject:	COE \| Econometrie \| fraud

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00523512
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010603689