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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...

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Detalles Bibliográficos
Autores principales:	Mirzaee Ghazani, Majid, Jafari, Mohammad Ali
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer Berlin Heidelberg 2021
Materias:	Research Article
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

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