Are carbon futures prices stable? New evidence during negative oil

Autor: Elena Ahonen, Shaen Corbet, John W. Goodell, Samet Günay, Charles Larkin

Publikováno v: Ahonen, E, Corbet, S, Goodell, J W, Günay, S & Larkin, C 2022, ' Are carbon futures prices stable? New evidence during negative oil ', Finance Research Letters, vol. 47, no. Part B, 102723 . https://doi.org/10.1016/j.frl.2022.102723

We investigate volatility spillovers from West Texas Intermediate (WTI) crude oil to carbon emission allowance futures, focusing on the period surrounding the WTI negative pricing event of April 2020. Results evidence, pre-negative WTI, a doubling of

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::505781f40177dabcbbc67d526933b65e
https://purehost.bath.ac.uk/ws/files/236231315/FRL_EA_JG_SG.pdf