Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
Year of publication: |
2012
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Authors: | Arouri, Mohamed ; Jawadi, Fredj ; Nguyen, Duc Khuong |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 884-892
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Subject: | Carbon pricing | CO2 allowance market | Spot and futures prices | Nonlinear models | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Preis | Price | Nichtlineare Regression | Nonlinear regression | Börsenkurs | Share price | Ökosteuer | Environmental tax | Spotmarkt | Spot market |
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