Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis
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More about this item
KeywordsCO2 emission allowances; Volatility transmission; Spot and futures prices; Causality;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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