Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bredin, Don & Hyde, Stuart & Muckley, Cal, 2014. "A microstructure analysis of the carbon finance market," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 222-234.
- Onofrio Panzarino & Francesco Potente & Alfonso Puorro, 2016. "BTP futures and cash relationships: a high frequency data analysis," Temi di discussione (Economic working papers) 1083, Bank of Italy, Economic Research and International Relations Area.
More about this item
KeywordsCO2 Emission Allowances; Causality; Volatility Transmission; Spot Prices; Futures Prices;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-12-05 (All new papers)
- NEP-EEC-2009-12-05 (European Economics)
- NEP-ENE-2009-12-05 (Energy Economics)
- NEP-ENV-2009-12-05 (Environmental Economics)
- NEP-MST-2009-12-05 (Market Microstructure)
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