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Why do carbon prices and price volatility change? · Study

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ArticleWhy do carbon prices and price volatility change?

Boulis Maher Ibrahim2015

Article2015

Why do carbon prices and price volatility change?

Boulis Maher Ibrahim · Iordanis Angelos Kalaitzoglou

49 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1988A Theory of Intraday Patterns: Volume and Price Variability 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 1987The Relation Between Price Changes and Trading Volume: A Survey 1987Price, trade size, and information in securities markets 1987Constraints on short-selling and asset price adjustment to private information 1995One Security, Many Markets: Determining the Contributions to Price Discovery 1988Estimating the components of the bid/ask spread

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2023Does carbon price uncertainty affect stock price crash risk? Evidence from China 2017Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots 2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems 2018Carbon price volatility: The case of China 2024Boardroom Diversity and Carbon Emissions: Evidence from the UK Firms

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2007Stock Market Liquidity: Determinants and Implications *article · 14 shared references 2003Chapter 17 Microstructure and asset pricingchapter · 13 shared references 2002The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchangearticle · 12 shared references 2005Asymmetries in bid and ask responses to innovations in the trading processarticle · 12 shared references 2008The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchangearticle · 12 shared references 2014Liquidity and resolution of uncertainty in the European carbon futures marketarticle · 12 shared references

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Year2015

Typearticle

Published2015-11-18

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations49

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2015.11.004

openalex_workW2176082289

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2017

Do carbon traders behave as a herd?