Transaction costs and nonlinear mean reversion in the EU emission trading scheme
Jeonghyun Kim and Byeongseon Seo
| 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 | Transaktionskosten | Transaction costs | Emissionshandel | Emissions trading | Mean Reversion | Mean reversion | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | Börsenkurs | Share price |
| 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/10011447895