Re-examining the efficiency of the EU carbon futures market in phase Ⅱ: price discovery and intertemporal arbitrage

Introduction: Carbon futures market plays an important role in energy conservation and emission reduction of energy-intensive firms, and its efficiency is largely reflected by the dynamic relationship between carbon spot and futures prices. Even though the EU carbon futures market has undergone thre...

Full description

Bibliographic Details
Main Authors: Zili Xi, Huanxue Pan, Tao Qin
Format: Article
Language:English
Published: Frontiers Media S.A. 2023-09-01
Series:Frontiers in Energy Research
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fenrg.2023.1236488/full