Asymmetric time-varying dependence and variable structure dependence measurement and analysis of EUA and CER
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DOI: 10.1093/ijlct/ctad036
Abstract: This paper analyzed the time-varying dependence and structural dependence between EU allowances (EUAs) and certified emission reductions (CERs) by using price fluctuation data from 2008 to 2021 on EU ETS. It was found that (1)… read more here.
Keywords: structural dependence; time varying; eua cer; dependence ... See more keywords