Work

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

Year: 2009

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2009.01.001

Authors: George Daskalakis, Dimitris Psychoyios, Raphael N. Markellos

Institutions: Athens University of Economics and Business, University of Manchester, Loughborough University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

OpenAlex ID: W2151462549

FWCI: 65.68

Cites: 44

Cited by: 486

Related to: 9