Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event
- 31 January 2009
- journal article
- Published by Elsevier BV in Energy Policy
- Vol. 37 (1), 15-28
- https://doi.org/10.1016/j.enpol.2008.07.030
Abstract
No abstract availableThis publication has 20 references indexed in Scilit:
- Econometric Asset Pricing ModellingSSRN Electronic Journal, 2008
- A GARCH Option Pricing Model with Filtered Historical SimulationThe Review of Financial Studies, 2008
- Over-Allocation or Abatement? A Preliminary Analysis of the EU ETS Based on the 2005–06 Emissions DataEnvironmental and Resource Economics, 2008
- Empirical pricing kernelsJournal of Financial Economics, 2002
- Nonparametric risk management and implied risk aversionJournal of Econometrics, 2000
- Inventories and the Short-Run Dynamics of Commodity PricesThe RAND Journal of Economics, 1994
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on StocksThe Journal of Finance, 1993
- Locally Adaptive Bandwidth Choice for Kernel Regression EstimatorsJournal of the American Statistical Association, 1993
- Business Cycles and the Behavior of Metals PricesThe Journal of Finance, 1988
- Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of StorageThe Journal of Business, 1987