Is the EUA a new asset class?

Quantitative Finance

Volumn 13, Issue 4, 2013, Pages 637-653

  Medina, Vicente ^a   Pardo, Angel ^a  

^a UNIVERSITY OF VALENCIA   (Spain)

Author keywords

Asset class; Commodity; Commodity prices; Derivatives analysis; European Union Allowances (EUAs); Statistics; Stylised fact; Time series analysis

Indexed keywords

EID: 84876114768     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2012.691985     Document Type: Article

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