Article ID Journal Published Year Pages File Type
7398337 Energy Policy 2016 14 Pages PDF
Abstract
Understanding the trading activity-volatility link is relevant for evaluating the efficiency of the EU ETS. Although the relation is generally positive, many players remained often inactive and traded mostly when volatility levels were lower. Policies targeting the engagement of less active players could lead to a smoother incorporation of information into prices and to an increase in market efficiency.
Related Topics
Physical Sciences and Engineering Energy Energy Engineering and Power Technology
Authors
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