Moving Average Market Timing in European Energy Markets: Production Versus Emissions

Moving Average Market Timing in European Energy Markets: Production Versus Emissions

This paper searches for stochastic trends and returns predictability in key energy asset markets in Europe over the last decade. The financial assets include Intercontinental Exchange Futures Europe (ICE-ECX) carbon emission allowances (the main driver of interest), European Energy Exchange (EEX) Co...

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Bibliographic Details
Main Authors: Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila, Michael McAleer
Format: Article
Language:English
Published: MDPI AG 2018-11-01
Series:Energies
Subjects:
stochastic trends
returns predictability
moving average
market timing
energy markets
Online Access:https://www.mdpi.com/1996-1073/11/12/3281

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