Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities
Authors:
- Steffen HitzemannSHSteffen Hitzemann
- Marliese Uhrig-HomburgMUMarliese Uhrig-Homburg
- Karl-Martin EhrhartKEKarl-Martin Ehrhart
- 1 September 2015
- journal article
- Published by Elsevier in Energy Economics
- Vol. 51, 560-569
Abstract
No abstract availableFunding Information
- Deutsche Forschungsgemeinschaft (895)
This publication has 28 references indexed in Scilit:
- Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance eventEnergy Policy, 2009
- The distribution of realized stock return volatilityJournal of Financial Economics, 2001
- Option Prices, Implied Price Processes, and Stochastic VolatilityThe Journal of Finance, 2000
- Empirical Performance of Alternative Option Pricing ModelsThe Journal of Finance, 1997
- Market Statistics and Technical Analysis: The Role of VolumeThe Journal of Finance, 1994
- The behavior of daily stock market trading volumeJournal of Accounting and Economics, 1989
- The Information Content of Annual Earnings Releases: A Trading Volume ApproachJournal of Accounting Research, 1986
- Using daily stock returnsJournal of Financial Economics, 1985
- Measuring security price performanceJournal of Financial Economics, 1980
- The pricing of commodity contractsJournal of Financial Economics, 1976