Sanin, María Eugenia; Violante, Francesco - Center for Operations Research and Econometrics … - 2009
In this paper we study the short term price behavior of December 2008 future prices for EU emissionallowances. We model … toallow traders to realize efficient trading strategies and informed investment decisions regarding pollutionreduction..... …, extreme weather conditions and economic growth (see Bunn and
Fezzi, 2007, Rickels et al., 2007, Mansanet-Bataller et al., 2007 …