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Modeling the price dynamics of CO2 emission allowances
Energy Economics · 2008 · Vol. 31(1) · pp. 4–15
Eva BenzStefan Trück✉(Macquarie University)
Climate Change Policy and EconomicsMarket Dynamics and VolatilityAtmospheric and Environmental Gas DynamicsStylized factEconometricsKurtosisVolatility (finance)EconomicsSkewnessSample (material)Emissions tradingAutoregressive conditional heteroskedasticitySpot contract
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