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
Language:English
Published: EconJournals 2016-12-01
Series:International Journal of Energy Economics and Policy
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/ijeeep/issue/31919/351126?publisher=http-www-cag-edu-tr-ilhan-ozturk