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Probability and statistics / Technical analysis / Carbon finance / Emissions trading / European Union Emission Trading Scheme / Autoregressive conditional heteroskedasticity / Volatility / Mixture model / Normal distribution / Statistics / Mathematical finance / Climate change policy


Understanding volatility dynamics in the EU-ETS market Maria Eugenia Sanin, Maria Mansanet-Bataller and Francesco Violante CREATES Research PaperDepartment of Economics and Business
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Document Date: 2015-01-15 03:10:00

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File Size: 512,13 KB

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Company

Pearson / /

Continent

Europe / /

Country

Norway / Iceland / Liechtenstein / Denmark / /

Currency

EUR / /

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Event

Environmental Issue / /

Facility

Europlace Institute of Finance / Aarhus University / /

IndustryTerm

electricity / energy consumption / energy needs / increase energy demand / energy variables / banking / manufacturing / energy prices / oil / cement sector / high-volume energy-using installations / energy / /

Organization

Danish Council for Independent Research / Danish National Research Foundation / Aarhus University / Center for Research / Ecole Polytechnique / European Commission / European Central Bank / European Union / Europlace Institute of Finance / DN AP / Department of Economics and Business Aarhus University Fuglesangs Allé / /

Person

Maria Eugenia Sanin / Lazar / Alexander / Francesco Violante / Maria Mansanet-Bataller / /

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Position

stochastic process rt / Pn Pm / rt / representative / µt rt / σt zt rt / /

ProgrammingLanguage

EC / /

ProvinceOrState

Colorado / Arkansas / /

Technology

diagnostic tests / /

URL

http /

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