Search Results - subject:"European Union Allowances"

Assessing rollover criteria for EUAs and CERs

Carchano, Óscar; Medina, Vicente; Pardo, Ángel - In: International journal of economics and financial issues … 4 (2014) 3, pp. 669-676

Persistent link: https://www.econbiz.de/10010526885

Carbon Credits: Who is the Leader of the Pack?

Medina, Vicente; Pardo, Angel; Pascual, Roberto - In: International Journal of Energy Economics and Policy 3 (2013) 3, pp. 210-220

Union Allowances (EUAs) and Certified Emission Reductions (CERs). We find that EUAs lead price discovery but CERs play a …We provide the first intraday analysis on the contribution to price discovery of two emissions carbon credits: European …

Persistent link: https://www.econbiz.de/10010674834

Carbon credits: who is the leader of the pack?

Medina, Vicente; Pardo, Ángel; Pascual, Roberto - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 3, pp. 210-220

Persistent link: https://www.econbiz.de/10010192920

Do price barriers exist in the European carbon market?

Palao, Fernando; Pardo, Ángel - In: The journal of behavioral finance : a publication of … 19 (2018) 1, pp. 111-124

Persistent link: https://www.econbiz.de/10012009636

Rolling over EUAs and CERs

Carchano, Oscar; Martínez, Vicente Medina; Tornero, … - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2012

rollover date on European Union Allowances (EUAs) and Certified Emissions Reduction (CERs) futures contracts. We have used five …

Persistent link: https://www.econbiz.de/10010550983

Stylized facts of CO2 returns

Martínez, Vicente Medina; Tornero, Ángel Pardo - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2012

, speculative or risk management purposes. In this paper, we study the stylized facts of European Union Allowances (EUAs) returns …

Persistent link: https://www.econbiz.de/10010550984

Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market

Otsubo, Yoichi - Centre de Recherche en Économie Appliquée (CREA), … - 2012

the European Union Allowances futures contract trading implies that its trading pattern and the price change provide the …

Persistent link: https://www.econbiz.de/10010720035

Do carbon traders behave as a herd?

Palao, Fernando; Pardo, Ángel - In: The North American journal of economics and finance : a … 41 (2017), pp. 204-216

Persistent link: https://www.econbiz.de/10011878958

EMISSION MARKETS IN THE EUROPEAN UNION: FUNDAMENTALS AND PRICE FORMATION PROCESS

Erias Rey, Antonio; Castro, Dopico; Ángel, Jesús - In: Revista Galega de Economía 20 (2011) 1

resource, the value of futures over European Union Allowances (EUA) in the biggest market of the system, the ICE …

Persistent link: https://www.econbiz.de/10010592116

Statistical regularities of Carbon emission trading market: Evidence from European Union allowances

Zheng, Zeyu; Xiao, Rui; Shi, Haibo; Li, Guihong; Zhou, … - In: Physica A: Statistical Mechanics and its Applications 426 (2015) C, pp. 9-15

carbon emitters but also by investors. In this paper, we analyzed the price fluctuations of the European Union allowances …

Persistent link: https://www.econbiz.de/10011209658

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