Essays about: "Lena Iulia Dumitrache"
Found 1 essay containing the words Lena Iulia Dumitrache.
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1. CO2 Emissions Allowances. Modeling the Price Dynamics in the EU Emission Trading System
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The aim of this paper is to characterize the daily price fundamentals of European Union Allowances (EUAs) traded in the EU Emissions Trading Scheme (ETS) during the period September 2005 - February 2010. We use GARCH model in order to account for changes in volatility. We split our analysis into two periods according to the two phases of the ETS. READ MORE
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