Essays about: "Andrii Shekhirev"
Found 1 essay containing the words Andrii Shekhirev.
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1. Effects of Carbon Pricing on EU Equity Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The current work examines whether the price changes of European Union Allowance (EUA) contracts for emitting carbon dioxide affect the price dynamics of the European equity markets. The author uses the Vector Autoregressive (VAR) and Vector Error Correction (VECM) models in four specifications to investigate the linkages between the EUA market and major stock indexes of 27 EU countries which are participating in the second phase of the European Emissions Trading System. READ MORE
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