Carbon Future Price Return, Oil Future Price Return and Stock Index Future Price Return in the U.S.

The European Union Emission Trading Scheme (EU ETS) has established a pricing system for carbon emissions. As the new commodity may increase the diversification of a financial portfolio and reduce the overall investment risk, a deeper investigation of its properties is needed. Investigating the link...

Full description

Bibliographic Details
Main Authors: Ching-Chun Wei, Ya-g Lin
Format: Article
Published: EconJournals 2016-12-01
Series:International Journal of Energy Economics and Policy
Online Access: