Arbitrage opportunities and feedback trading in emissions and energy markets

Author:

Chau Frankie,Kuo Jing-Ming,Shi YukunORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference55 articles.

1. European carbon prices and banking restrictions: evidence from Phase I (2005–2007);Alberola;Energy J.,2009

2. Market Models: A Guide to Financial Data Analysis;Alexander,2001

3. Index futures and positive feedback trading: evidence from major stock exchanges;Antoniou;J. Empir. Financ.,2005

4. Alternative Investments: Instruments, Performance, Benchmarks, and Strategies;Baker,2013

5. Minimum variance cross hedging under mean-reverting spread, stochastic convenience yields, and jumps: application to the airline industry;Bertus;J. Futures Mark.,2009

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