Spillover effect between carbon spot and futures market: evidence from EU ETS
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DOI: 10.1007/s11356-020-11653-8
Abstract: The spillover effects of European Union Allowances (EUA) spot and futures markets are important for investors in order to understand the relevance and risk management of product prices. This paper uses non-linear methods of Granger… read more here.
Keywords: spillover effect; eua spot; spot; non linear ... See more keywords