Work

Mean reversion of stochastic convenience yields for CO2 emissions allowances: Empirical evidence from the EU ETS

Year: 2013

Type: article

Source: The Spanish Review of Financial Economics

DOI: 10.1016/j.srfe.2013.01.001

Authors: Kai Chang, Su Sheng Wang, Ke Peng

Institutions: Harbin Institute of Technology, Zhejiang University of Finance and Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

OpenAlex ID: W2072706626

FWCI: 3.854

Cites: 35

Cited by: 22

Related to: 10