Is the EUA a new asset class?
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DOI: 10.1080/14697688.2012.691985
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References listed on IDEAS
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- Medina, Vicente & Pardo, Ángel & Pascual, Roberto, 2014.
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- 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).
- Lakatos, Mária & Karai, Éva, 2015. "Buy or Sell? Hungarian Carbon Credit Trade: Years of Learning," Public Finance Quarterly, Corvinus University of Budapest, vol. 60(3), pages 326-341.
- Dai, Xingyu & Xiao, Ling & Wang, Qunwei & Dhesi, Gurjeet, 2021. "Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS," Energy Policy, Elsevier, vol. 156(C).
- Nikolay Khabarov & Ruben Lubowski & Andrey Krasovskii & Michael Obersteiner, 2019. "Flobsion—Flexible Option with Benefit Sharing," IJFS, MDPI, vol. 7(2), pages 1-16, April.
- Pardo, Ángel, 2021. "Carbon and inflation," Finance Research Letters, Elsevier, vol. 38(C).
- Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2022. "Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Maria Mansanet-Bataller & Àngel Pardo, 2023. "On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature," Working Papers 2023-01, CRESE.
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