CO2 risk premium and convenience yield determination: considering spot volatility in the EEX market

C. Pinho

M. Madaleno

Publication
Conference Name:
Proceedings of the XVIII Finance Forum (on behalf of the Spanish Finance Association (AEFIN)), Elche (Alicante)
Year of Publication:
2010
Pinho, C., & Madaleno, M. (2010). CO2 risk premium and convenience yield determination: considering spot volatility in the EEX market. In Proceedings of the XVIII Finance Forum (on behalf of the Spanish Finance Association (AEFIN)), Elche (Alicante).
Identifiers
Other Numbers:
cv-prod-id-1844097
Locators
Alternative titles