Measuring the risk-adjusted performance of CO2 emission markets: Evidence from SENDECO2
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DOI: 10.1016/j.jup.2017.12.001
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Cited by:
- Vellachami, Sanggetha & Hasanov, Akram Shavkatovich & Brooks, Robert, 2023. "Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach," International Review of Financial Analysis, Elsevier, vol. 89(C).
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Keywords
CO2 allowances; Risk-adjusted performance indicators; Value at risk; Sharpe-VaR ratio; Monte Carlo simulation; SENDECO2;All these keywords.
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