Interpreting the mean reversion of international carbon futures price: Empirical evidence from the EU ETS

Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice

Volumn 31, Issue 2, 2011, Pages 214-220

  Zhang, Yue Jun ^a   Wei, Yi Ming ^a  

^a BEIJING INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Carbon allowance; EU ETS; Kyoto protocol; Mean reversion

Indexed keywords

CARBON MARKETS; CDM PROJECTS; COMPLEX FACTORS; EMPIRICAL EVIDENCE; EMPIRICAL STUDIES; ENERGY PRICES; EU ETS; EUROPEAN UNION EMISSIONS TRADING SCHEMES; GED-GARCH MODELS; KYOTO PROTOCOL; MEAN REVERSION; POLITICAL DECISION; STOCK MARKET; VALUE AT RISK;

EMISSION CONTROL; GAS EMISSIONS; INTERNATIONAL LAW; INVESTMENTS; VALUE ENGINEERING;

COMMERCE;

EID: 79953814619     PISSN: 10006788     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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