The efficiency analysis of the European CO2 futures market
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- Tang, Bao-jun & Shen, Cheng & Gao, Chao, 2013. "The efficiency analysis of the European CO2 futures market," Applied Energy, Elsevier, vol. 112(C), pages 1544-1547.
References listed on IDEAS
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- repec:spr:ieaple:v:18:y:2018:i:5:d:10.1007_s10784-018-9411-3 is not listed on IDEAS
- Baruník, Jozef & Malinská, Barbora, 2016.
"Forecasting the term structure of crude oil futures prices with neural networks,"
Applied Energy,
Elsevier, vol. 164(C), pages 366-379.
- Jozef Barunik & Barbora Malinska, 2015. "Forecasting the term structure of crude oil futures prices with neural networks," Papers 1504.04819, arXiv.org.
- Jozef Barunik & Barbora Malinska, 2015. "Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks," Working Papers IES 2015/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2015.
- Zhao, Xin-gang & Jiang, Gui-wu & Nie, Dan & Chen, Hao, 2016. "How to improve the market efficiency of carbon trading: A perspective of China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 1229-1245.
- repec:eee:appene:v:251:y:2019:i:c:60 is not listed on IDEAS
- Liu, Xiaojia & An, Haizhong & Wang, Lijun & Jia, Xiaoliang, 2017. "An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithms," Applied Energy, Elsevier, vol. 185(P2), pages 1778-1787.
- repec:eee:rensus:v:79:y:2017:i:c:p:1-8 is not listed on IDEAS
- 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.
- Bao-jun Tang & Cheng Shen & Yi-fan Zhao, 2015. "Market risk in carbon market: an empirical analysis of the EUA and sCER," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 75(2), pages 333-346, February.
- repec:eco:journ2:2017-06-8 is not listed on IDEAS
- repec:eee:appene:v:227:y:2018:i:c:p:403-414 is not listed on IDEAS
More about this item
Keywords
Market Efficiency; Cointegration; Vector Error Correction Model; European carbon futures market;JEL classification:
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
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