Price Discovery and Trading after Hours: New Evidence from the World's Largest Carbon Exchange
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DOI: 10.1080/13571516.2013.782986
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References listed on IDEAS
- Alexandre Kossoy & Philippe Ambrosi, "undated". "State and Trends of the Carbon Market 2010," World Bank Publications - Reports 13401, The World Bank Group.
- Nicholas Linacre & Alexandre Kossoy & Philippe Ambrosi, "undated". "State and Trends of the Carbon Market 2011," World Bank Publications - Reports 13400, The World Bank Group.
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- Nicholas Linacre & Alexandre Kossoy & Philippe Ambrosi, "undated". "State and Trends of the Carbon Market 2011," World Bank Publications - Reports 13399, The World Bank Group.
Citations
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Cited by:
- Medina, Vicente & Pardo, Ángel & Pascual, Roberto, 2014.
"The timeline of trading frictions in the European carbon market,"
Energy Economics, Elsevier, vol. 42(C), pages 378-394.
- Vicente Medina Martínez & Ángel Pardo Tornero & Roberto Pascual, 2012. "The timeline of trading fricions in the European Carbon Market," Working Papers. Serie AD 2012-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Omid Sabbaghi & Navid Sabbaghi, 2017. "The Chicago Climate Exchange and market efficiency: an empirical analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(4), pages 711-734, October.
- Rannou, Yves, 2019.
"Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures,"
Economic Modelling, Elsevier, vol. 81(C), pages 387-410.
- Yves Rannou, 2019. "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Post-Print hal-02311467, HAL.
- Ibikunle, Gbenga & Gregoriou, Andros & Hoepner, Andreas G.F. & Rhodes, Mark, 2016. "Liquidity and market efficiency in the world's largest carbon market," The British Accounting Review, Elsevier, vol. 48(4), pages 431-447.
- Rannou, Yves & Barneto, Pascal, 2016.
"Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets,"
Energy Economics, Elsevier, vol. 53(C), pages 159-174.
- Yves Rannou & Pascal Barneto, 2016. "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Post-Print hal-02313797, HAL.
- Ibrahim, Boulis Maher & Kalaitzoglou, Iordanis Angelos, 2016. "Why do carbon prices and price volatility change?," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 76-94.
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