Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme

Journal of Banking and Finance

Volumn 33, Issue 7, 2009, Pages 1230-1241

  Daskalakis, George ^a   Psychoyios, Dimitris ^b   Markellos, Raphael N ^a,c  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

^c LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

Derivative pricing; Emission allowances; Futures; Options on futures

Indexed keywords

EID: 64049086966     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.01.001     Document Type: Article

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