Modeling and explaining the dynamics of European Union allowance prices at high-frequency
C. Conrad, D. Rittler and W. Rotfuß
| Year of publication: |
2012
|
|---|---|
| Authors: | Conrad, Christian ; Rittler, Daniel ; Rotfuß, Waldemar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 1, p. 316-326
|
| Subject: | EU ETS | EUA | Second NAPs | Announcement effects | Price formation | Long memory | Ankündigungseffekt | Announcement effect | EU-Staaten | EU countries | Zeitreihenanalyse | Time series analysis | Preis | Price | Volatilität | Volatility | Emissionshandel | Emissions trading | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10009618833