Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency

By Christian Conrad, Daniel Rittler, Waldemar Rotfuss. 2012

166 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d683a949eba66953f737fb8ad1ad16603fd63426

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sonja Peterson
2. B. Hintermann
3. Wilfried Rickels
4. Lise Tole
5. Gary Koop

In Finance

1. Sonja Peterson
2. B. Hintermann
3. Wilfried Rickels

Citations in the corpus

• Price and Market Behavior in Phase II of the EU ETS: A Review of the Literature (2014, background): “This is indirectly confirmed by Conrad et al. (2012) who show that the various variables representing (macroeconomic) announcement effects with significant influence on intraday allowance price dynamics become insignificant at the daily frequency.”
• Carbon Price Analysis Using Empirical Mode Decomposition (2015, unknown): “(2007),Hintermann (2010), Chevallier et al.”