The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs
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References listed on IDEAS
- Rotfuß, Waldemar, 2009. "Intraday price formation and volatility in the European Union emissions trading scheme: an introductory analysis," ZEW Discussion Papers 09-018, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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- Chawla, M. & Pollitt, M.G., 2012. "Energy-efficiency and environmental policies & income supplements in the UK: Their evolution and distributional impact in relation to domestic energy bills," Cambridge Working Papers in Economics 1256, Faculty of Economics, University of Cambridge.
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"Modeling and explaining the dynamics of European Union Allowance prices at high-frequency,"
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More about this item
KeywordsEU ETS; price formation; European Union Allowance (EUA); European Commission;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G19 - Financial Economics - - General Financial Markets - - - Other
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
- Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-03 (All new papers)
- NEP-EEC-2009-10-03 (European Economics)
- NEP-ENE-2009-10-03 (Energy Economics)
- NEP-ENV-2009-10-03 (Environmental Economics)
- NEP-MST-2009-10-03 (Market Microstructure)
- NEP-REG-2009-10-03 (Regulation)
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