The Chicago Climate Exchange and market efficiency: an empirical analysis
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DOI: 10.1007/s10018-016-0171-4
Abstract: This study provides the first empirical investigation of informational efficiency for the Chicago Climate Exchange. Using daily settlement price and trading volume data for the Carbon Financial Instruments, we conduct a battery of econometric tests… read more here.
Keywords: efficiency; climate exchange; chicago climate; market efficiency ... See more keywords