Showing 1 - 7 of 7
This paper explores investment characteristics of the European Union Emissions Trading Scheme (EU ETS) during the Global Financial Crisis (GFC). We show that the EU ETS demonstrates significant price volatility, risk-adjusted return under-performance and positive correlations with international...
Persistent link: https://www.econbiz.de/10010816823
We examine the weak-form efficiency status of the European carbon market over periods of sustained volatility, uncertainty, complexity and ambiguity. We use 1,035 daily spot price data observations from the Phase II European Union Emissions Trading Scheme from 2008 to 2012, along with random...
Persistent link: https://www.econbiz.de/10010976340
Dairying is a major rural industry in New South Wales (NSW). It contributes significantly to local economies through farm level activities, by generating substantial downstream employment and value adding through processing. In recent years dairy farm management has become increasingly complex...
Persistent link: https://www.econbiz.de/10010908416
The genetically modified INGARD™ cotton seed was released in Australia in 1996 and was greeted with high expectations and enthusiasm within the cotton industry. INGARD™ cotton seed contains the Cry1A(c) gene from the soil bacteria Bacillus thuringiensis var kurstaki for the biological...
Persistent link: https://www.econbiz.de/10011067603
Our paper examines the profitability of technical trading rules in Southeast Asian (SEA) 'tiger cub' stock index futures markets during and after the global financial crisis (GFC) of 2007/2008. Using daily closing price data from 2007 to 2012, we explore technical trading rules such as...
Persistent link: https://www.econbiz.de/10011104722
type="main" <p>The paper examines the contribution made by the establishment and operation of a local stock exchange to the economic development of Southeast Asian (SEA) countries. The paper informs investors and policymakers about the current status of SEA stock market development and the...</p>
Persistent link: https://www.econbiz.de/10011085952
This paper assesses the evolving efficiency status of Southeast Asian (SEA) 'tiger cub' stock markets. The weak-form efficient market hypothesis (EMH) is examined using daily price index data and variance ratio tests from 2000 to 2012. We also explore two diverse sub-periods of economic activity...
Persistent link: https://www.econbiz.de/10010944860