Futures Price Dynamics of European Carbon Emission Certificates - An Econometric Analysis

QR Code

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...

Full description

Bibliographic Details
Main Author:	Ye, Jing
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/23822/

Similar Items

An econometric analysis of cocoa prices: a structural approach
by: Shamsudin, Mad Nasir, et al.
Published: (1992)

An econometric model of land prices in England
by: Francis, Frank Noble
Published: (2004)

An Analysis of the Factors Affecting House Prices in Malaysia – An Econometric Approach
by: Ganeson, Chitra, et al.
Published: (2015)

Identifying Price Reviews by Firms: An Econometric Approach
by: Harris, Mark, et al.
Published: (2019)

Dynamic Econometric Modeling and Policy Analysis of the Libyan Wheat Market
by: Elbeydi, Khaled R.M.
Published: (2005)

Does paddy cultivation in Malaysia contribute to increased CO2 emissions?: an econometric analysis
by: Alias, Emmy Farha, et al.
Published: (2012)

Econometric Forecasting Models for Short Term Natural Rubber Prices
by: Khin, Aye Aye
Published: (2010)

Crude palm oil price forecasting in Malaysia : an econometric approach
by: Norlin Khalid,, et al.
Published: (2018)

Anlysis of the European Union Allowances prices in the EU Emissions Trading Scheme 2008 — 2011
by: Wen, yue
Published: (2012)

An econometric analysis of the effects of institutions and economic transformation on agricultural land prices: case of Malaysia
by: Khalid, Haniza
Published: (2011)

The Econometric Approach to Efficiency Analysis
by: Greene, William
Published: (2008)

Econometric Software
by: Greene, William
Published: (2015)

An econometric analysis of sport tourism in Thailand
by: Abdul Samad, Abdul Rahim
Published: (2013)

Volatility and spillover effects of oil and food price shocks-application of time series econometrics
by: Fardous, Alom
Published: (2012)

An Econometric Analysis of the Japanese Demand for Indonesian Tuna
by: Farradia, Yuary
Published: (1995)

An Econometric Analysis of the Peninsular Malaysia Beef Market
by: Sukir, Sarmin
Published: (1998)

An Econometric Analysis of Interstate Migration in Peninsular Malaysia
by: Ayob, Ahmad Mahdzan
Published: (1979)

Advances in applied econometrics
by: Tsionas, E., et al.
Published: (2011)

Volatility dynamics of nymex natural gas futures prices
by: Suenaga, Hiroaki, et al.
Published: (2006)

Volatility dynamics of NYMEX natural gas futures prices
by: Suenaga, Hiroaki, et al.
Published: (2008)

Effects of paddy price support withdrawal on Malaysian rice sector: time series econometric approach
by: Umar, Haruna Suleiman, et al.
Published: (2014)

Understanding Australia’s industry-level productivity dynamics: from measurement to econometric estimation
by: Zheng, Weiquan
Published: (2009)

UK corporate capital structure and zombies: an econometric analysis
by: Javaheriafif, Sadegh
Published: (2017)

An econometric analysis of the determinants of demand for palm oil in Nigeria
by: Egwuma, Henry, et al.
Published: (2016)

An econometric analysis of asymmetric volatility: theory and application to patents
by: Chan, Felix, et al.
Published: (2007)

An econometric analysis of 3G auction spectrum valuations
by: Madden, Gary, et al.
Published: (2009)

A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam
by: Kok-Boon, Oh, et al.
Published: (2012)

An analysis on the factors on CO2 Emission in the top five carbon emitting countries
by: Mok, Jing Wei
Published: (2024)

Development of a computer simulation on road pricing strategy to reduce congestion and carbon dioxide emission: A system dynamics approach
by: Ahmarof, Ahmad Afif, et al.
Published: (2022)

Price matching for multiple rescindable options and European options
by: Dokuchaev, Nikolai
Published: (2008)

LOAN LOSS PROVISIONING BEHAVIOUR: AN ECONOMETRIC ANALYSIS IN INDIAN BANKING
by: Kalyan Kumar, Divya
Published: (2016)

Supply Response of the Paddy Sector in West Malaysia - an Econometric Analysis
by: Villancio, Virgilio T.
Published: (1988)

Econometric Analysis of Supply and Demand for Log and Sawn Timber in Sabah
by: Mais, Kinus
Published: (1992)

Do Relational Goods Raise Well-Being? An Econometric Analysis
by: Rasciute, S., et al.
Published: (2017)

Advances in Econometrics: Simulation Based Estimation
by: Greene, William, et al.
Published: (2012)

Halal certification in food products : Science mapping of present and future trends
by: Muhammad Ashraf, Fauzi, et al.
Published: (2024)

An Econometric Analysis of Loan Loss Provisioning Behaviour in Italian Commercial Banks
by: Fusi, Giulia
Published: (2016)

An Econometric Analysis of Efficiency and Loan Loss Provisioning Behaviour in German Banking
by: Bochert, Carsten
Published: (2016)

An Econometric Analysis of Loan Loss Provisioning Behaviour in Indian Commercial Banks
by: Lam, Tsz Yan
Published: (2017)

Econometric Analysis of the Causality between Energy Supply and GDP: The Case of Malaysia
by: Lau, Evan, et al.
Published: (2014)