Futures price dynamics of CO2 emission allowances
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-012-0645-6.pdf
Reference44 articles.
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4. Baillie RT, Booth G, Tse Y, Zabotina T (2002) Price discovery and common factor models. J Financial Markets 5(3):309–321
5. Benz E, Hengelbrock J (2008) Liquidity and price discovery in the european CO2 futures market: an intraday analysis. Working paper, Bonn Graduate School of Economics
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