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  • Search: subject:"structural breakpoint tests"
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Year of publication
Subject
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Carbon futures 1 Event study 1 ICSS algorithm 1 Structural breakpoint tests 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Chevallier, Julien 1 Ma, Shujiao 1 Wei, Yiming 1 Zhu, Bangzhu 1
Institution
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Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
Published in...
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Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
Source
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RePEc 1
Showing 1 - 1 of 1
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Examining the structural changes of European carbon futures price 2005- 2012
Zhu, Bangzhu; Ma, Shujiao; Chevallier, Julien; Wei, Yiming - Institut de Préparation à l'Administration et à la … - 2014
The aim of this research is to examine the structural changes of European carbon futures price under the European Union Emissions Trading Scheme (EU ETS) during 2005-2012. More speci fically, by relying on the daily EU allowance (EUA) futures contract, we investigate the structural changes of...
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