Transaction costs and nonlinear mean reversion in the EU emission trading scheme
Year of publication: |
2015
|
---|---|
Authors: | Kim, Jeonghyun ; Seo, Byeongseon |
Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 56.2015, 2, p. 281-296
|
Subject: | EU ETS | market efficiency | nonlinear mean reversion | price discovery | threshold cointegration | transaction costs | Emissionshandel | Emissions trading | Transaktionskosten | Transaction costs | Effizienzmarkthypothese | Efficient market hypothesis | Mean Reversion | Mean reversion | EU-Staaten | EU countries | Kointegration | Cointegration |
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