Modeling and explaining the dynamics of European Union Allowance prices at high-frequency

Energy Economics

Volumn 34, Issue 1, 2012, Pages 316-326

  Conrad, Christian ^a   Rittler, Daniel ^a   Rotfuß, Waldemar ^b  

^a UNIVERSITY OF HEIDELBERG   (Germany)

^b CENTRE FOR EUROPEAN ECONOMIC RESEARCH ZEW   (Germany)

Author keywords

Announcement effects; EU ETS; EUA; Long memory; Price formation; Second NAPs

Indexed keywords

ANNOUNCEMENT EFFECTS; EUA; LONG MEMORIES; PRICE FORMATION; SECOND NAPS;

DYNAMICS; ECONOMICS; GAS EMISSIONS; INTERNATIONAL LAW;

COSTS;

COMMODITY PRICE; ECONOMIC ACTIVITY; ECONOMIC DEVELOPMENT; ENERGY PLANNING; EUROPEAN UNION; NATIONAL PLANNING; PRICE DYNAMICS;

EUROPE;

EID: 84856038516     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2011.02.011     Document Type: Article

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