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Persistent link: https://www.econbiz.de/10011372393
As an emerging financial market, the trading value of carbon emission trading market has definitely increased. In recent years, the carbon emission allowances have already become a way of investment. They are bought and sold not only by carbon emitters but also by investors. In this paper, we...
Persistent link: https://www.econbiz.de/10011209658
How does the predictability of future noisy flows impact asset prices? We answer this question by developing a dynamic multi-asset price impact model. The model setup is general---both flows and fundamental returns can be correlated for the cross-section of assets, and flows can exhibit a...
Persistent link: https://www.econbiz.de/10014235942