Essays about: "Franziska Manke"
Found 1 essay containing the words Franziska Manke.
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1. Emission Allowances in the European Union Emissions Trading System
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The first part of the thesis analyses the short term behavior of daily emission allowance (EUA) log returns with a focus on volatility dynamics in the recent market environment. In this part, I present a historical overview of the European Union Emission Trading System (EU ETS), analyze the stylized facts of the time series, employ appropriate time series models, and assess model in-sample and out-of-sample performance. READ MORE
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