Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange
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- Tan, Xue-Ping & Wang, Xin-Yu, 2017. "Dependence changes between the carbon price and its fundamentals: A quantile regression approach," Applied Energy, Elsevier, vol. 190(C), pages 306-325.
More about this item
KeywordsVolatility; Trading volume; Chicago Climate Exchange; Carbon Financial Instrument; Sustainability;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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