Transaction Costs And Nonlinear Mean Reversion In The Eu Emission Trading Scheme
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DOI: 10.15057/27600
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More about this item
Keywords
EU ETS; market efficiency; nonlinear mean reversion; price discovery; threshold cointegration; transaction costs;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q50 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - General
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