Futures Price Dynamics of European Carbon Emission Certificates - An Econometric Analysis
Carbon emission allowances are traded with increasing liquidity and the carbon emission market has grown rapidly since the Kyoto Protocol launched in 2005. Besides the spot market, the trading of derivatives investment instruments with underlying assets of carbon emission certificates, especially fu...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/23822/ |