Trader types and volatility of emission allowance prices. Evidence from EU ETS Phase I
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DOI: 10.1016/j.enpol.2016.09.006
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- Schleich, Joachim & Lehmann, Sascha & Cludius, Johanna & Abrell, Jan & Betz, Regina Annette & Pinkse, Jonatan, 2020. "Active or passive? Companies' use of the EU ETS," Working Papers "Sustainability and Innovation" S07/2020, Fraunhofer Institute for Systems and Innovation Research (ISI).
- Martin Stefan & Claudia Wellenreuther, 2019. "London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS," CQE Working Papers 8719, Center for Quantitative Economics (CQE), University of Muenster.
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- Pan, Di & Zhang, Chen & Zhu, Dandan & Ji, Yuanpu & Cao, Wei, 2022. "A novel method of detecting carbon asset price jump characteristics based on significant information shocks," Finance Research Letters, Elsevier, vol. 47(PA).
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- Lv, Miaochen & Bai, Manying, 2021. "Evaluation of China's carbon emission trading policy from corporate innovation," Finance Research Letters, Elsevier, vol. 39(C).
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- Stefan, Martin & Wellenreuther, Claudia, 2020. "London vs. Leipzig: Price discovery of carbon futures during Phase III of the ETS," Economics Letters, Elsevier, vol. 188(C).
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Keywords
EU ETS; Permit price; Volatility; Liable and non-liable participants; Market efficiency;All these keywords.
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