Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext
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- Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext," Post-Print hal-00763011, HAL.
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KeywordsCO2 emission allowances; Cointegration; Spot and futures prices; Market efficiency;
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