Links between spot and futures allowances: ECX and EEX markets comparison
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Reckling, Dennis, 2016. "Variance risk premia in CO2 markets: A political perspective," Energy Policy, Elsevier, vol. 94(C), pages 345-354.
- Friedrich, Marina & Mauer, Eva-Maria & Pahle, Michael & Tietjen, Oliver, 2019. "From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS," EconStor Preprints 196150, ZBW - Leibniz Information Centre for Economics.
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More about this item
KeywordsCO2 emission allowances; EU ETS; convenience yield; risk premium; carbon emissions; carbon dioxide; European Energy Exchange; EEX; European Climate Exchange; ECX; price volatility; risk management; carbon trading; emissions trading.;
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