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

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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keppler_mignucci.PDF (384.1Kb)
Type
Communication / Conférence
Date
2007
Conference title
5th International Financial Research Forum
Conference date
2007-06
Conference city
Paris
Conference country
France
Pages
23
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

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