Modelling the convenience yield in carbon prices using daily and realized measures
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More about this item
Keywords
Convenience Yield; Carbon Price; EU ETS; High frequency Data; Realized Volatility;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2010-03-28 (Energy Economics)
- NEP-ENE-2010-06-04 (Energy Economics)
- NEP-ENV-2010-06-04 (Environmental Economics)
- NEP-EUR-2010-06-04 (Microeconomic European Issues)
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