The efficiency of CO2 market in the phase III EU ETS: analyzing in the context of a dynamic approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Health, Toxicology and Mutagenesis,Pollution,Environmental Chemistry,General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s11356-021-15044-5.pdf
Reference55 articles.
1. Aatola P, Ollikka K, Ollikainen M (2014) Informational efficiency of the EU ETS market–a study of price predictability and profitable trading. Journal of Environmental Economics and Policy 3(1):92–123
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3. Action C (2018) EU Emissions Trading System (EU ETS). Retrieved from https://ec.europa.eu/clima/policies/ets_en
4. Borges MR (2010) Efficient market hypothesis in European stock markets. Eur J Financ 16(7):711–726
5. Box GE, Pierce DA (1970) Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. J Am Stat Assoc 65(332):1509–1526
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