The time-varying effects of liquidity and market efficiency of the European Union carbon market : evidence from the TVP-SVAR-SV approach
Meirui Zhong, Rui Zhang, Xiaohang Ren
| Year of publication: |
2023
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|---|---|
| Authors: | Zhong, Meirui ; Zhang, Rui ; Ren, Xiaohang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 123.2023, p. 1-17
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| Subject: | Carbon futures prices | Causality-in-quantiles | European Union emission trading scheme | Market liquidity and efficiency | TVP-SVAR-SV | EU-Staaten | EU countries | Emissionshandel | Emissions trading | Effizienzmarkthypothese | Efficient market hypothesis | Treibhausgas-Emissionen | Greenhouse gas emissions | Liquidität | Liquidity | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106708 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014476453