Informational efficiency of the EU ETS market – a study of price predictability and profitable trading
Author:
Publisher
Informa UK Limited
Subject
Management, Monitoring, Policy and Law,Economics and Econometrics,Environmental Science (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/21606544.2013.865569
Reference67 articles.
1. Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals
2. Price drivers and structural breaks in European carbon prices 2005–2007
3. Informational efficiency of the US SO2 permit market
4. Price volatility and risk exposure: on market-based environmental policy instruments
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1. Time-Varying and Scale-Dependent Informational Efficiency of the European CO2 Emissions Market: An Analysis Based on Singular Value Decomposition Entropy;Fluctuation and Noise Letters;2023-08
2. Influences of sentiment from news articles on EU carbon prices;Energy Economics;2021-09
3. The efficiency of CO2 market in the phase III EU ETS: analyzing in the context of a dynamic approach;Environmental Science and Pollution Research;2021-06-24
4. Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach;Energies;2020-05-01
5. Price and Market Behavior in Phase II of the EU ETS: A Review of the Literature;Review of Environmental Economics and Policy;2016-01-01
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