Essays about: "Gustav E Ljungqvist"

Found 1 essay containing the words Gustav E Ljungqvist.

  1. 1. Price and Volatility Prediction in the EU ETS Market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Gustav E Ljungqvist; David Palmqvist; [2014-03-10]
    Keywords : ;

    Abstract : In this thesis we examine return and volatility predictability of continuous futures contracts within the European Union Emissions Trading System (EU ETS). The market has been active for nine years and we examine whether it is more mature now compared to a few years ago when most existing research was carried out. READ MORE