"Vaissalo, Joonas" - Selaus tekijän mukaanArtikkelit
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Carbon emission allowances and Nordic electricity markets : Linkages and hedging analysis
Vaissalo, Joonas; Dutta, Anupam; Bouri, Elie; Azoury, Nehme (Elsevier, 04.09.2024)
articleUnlike previous studies which tend to consider only return linkages between European emission allowances and electricity markets, this paper examines return and volatility linkages between the two markets and importantly ...