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The efficiency of CO(2) market in the phase III EU ETS: analyzing in the context of a dynamic approach
This study has investigated the changing efficiency for the phase III EU ETS CO(2) market using the daily historical data of allowance future prices and coverage from August 2015 to December 2020. We have applied two alternative tests for checking dependency by linear and nonlinear methods to achiev...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8223198/ https://www.ncbi.nlm.nih.gov/pubmed/34165753 http://dx.doi.org/10.1007/s11356-021-15044-5 |