Do Carbon Permits Constitute a Respectable Asset Class? Efficiency, Liquidity and Volatility in comparison with Other Financial Markets

Keppler, Jan-Horst; Hervé-Mignucci, Morgan

Keppler, Jan-Horst; Hervé-Mignucci, Morgan (2007), Do Carbon Permits Constitute a Respectable Asset Class? Efficiency, Liquidity and Volatility in comparison with Other Financial Markets, 5th International Financial Research Forum, 2007-06, Paris, France

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Type

Communication / Conférence

Date

2007

Conference title

5th International Financial Research Forum

Conference date

2007-06

Conference city

Paris

Conference country

France

Metadata

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Author(s)

Keppler, Jan-Horst

Hervé-Mignucci, Morgan

Subjects / Keywords

Emission markets; Carbon

JEL

G12 - Asset Pricing; Trading Volume; Bond Interest Rates
G15 - International Financial Markets
Q31 - Demand and Supply; Prices