Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Fernando Palao"'
Autor:
Fernando Palao, Ángel Pardo
Publikováno v:
Green Finance, Vol 4, Iss 4, Pp 474-491 (2022)
This paper explores the role of European Union Allowances (EUAs) as a safe haven for a range of assets and analyses the effect of safe-haven flows on the European carbon futures market. In particular, we demonstrate that EUAs can be considered a refu
Externí odkaz:
https://doaj.org/article/8a1f27e4c04347d9a245bafd384caf2f
Autor:
Angel Pardo, Fernando Palao
Publikováno v:
Fernando Palao, Ángel Pardo, The inconvenience yield of carbon futures, Energy Economics, Volume 101, 2021, 105461, ISSN 0140-9883, Elsevier
RODERIC. Repositorio Institucional de la Universitat de Valéncia
instname
RODERIC. Repositorio Institucional de la Universitat de Valéncia
instname
Since 2009, the European Carbon Futures Market has been in a permanent contango situation that is characterised by systematic negative convenience yields that allow investors to exploit profitable arbitrage opportunities. The objective of this paper
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0b69b2683b43ab7e0088013db9b9781
https://hdl.handle.net/10550/82067
https://hdl.handle.net/10550/82067
Autor:
Angel Pardo, Fernando Palao
Publikováno v:
Journal of Behavioral Finance. 19:111-124
It is generally thought that psychological prices in markets primarily traded by professional participants should play a limited role. The authors investigate the existence of key reference points in the European Carbon Market, which can be considere
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::909e7aba762ad218203170a083e17d0f
https://doi.org/10.1080/15427560.2017.1366492
https://doi.org/10.1080/15427560.2017.1366492
Publikováno v:
Palao Sánchez, Fernando Pardo Tornero, Ángel Roig Atienza, Marta 2020 Is the leadership of the Brent-WTI threatened by China's new crude oil futures market? Journal Of Asian Economics 70 101237
RODERIC. Repositorio Institucional de la Universitat de Valéncia
instname
RODERIC. Repositorio Institucional de la Universitat de Valéncia
instname
The recent listing of a new crude oil futures contract on the Shanghai International Energy Exchange (INE) has reopened the debate over whether crude oil produced in different countries or locations constitutes a unified world oil market. The aim of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6708e201cd7b064db9997a709312b634
https://hdl.handle.net/10550/82897
https://hdl.handle.net/10550/82897
Autor:
Angel Pardo, Fernando Palao
Publikováno v:
Energy Economics. 43:158-165
The ability to trade large amounts of assets at low costs could be hindered when the size of the orders is concentrated at specific trade sizes. This paper documents evidence of size clustering behavior in the European Carbon Futures Market and analy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91cdcfe8350459b1316d24cd505cb88c
https://doi.org/10.1016/j.eneco.2014.03.003
https://doi.org/10.1016/j.eneco.2014.03.003
Autor:
Angel Pardo, Fernando Palao
Publikováno v:
Applied Energy. 92:51-56
The presence of price clustering in markets is taken as a sign of market inefficiency that can influence trading strategies. In this paper, we study the presence of a concentration in prices in carbon futures markets. Specifically, we analyze the Eur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9c0fbf3a1bc2440cd1b34af663660d2
https://doi.org/10.1016/j.apenergy.2011.10.022
https://doi.org/10.1016/j.apenergy.2011.10.022
Autor:
Fernando Palao, Angel Pardo
Publikováno v:
SSRN Electronic Journal.
This paper shows the existence of herding behavior in the European Carbon Futures Market and studies its possible causes and consequences. This market is characterized by leading the carbon price discovery process and by being highly dominated by pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::804c2bf8867c7e1e13b085c586323679
https://doi.org/10.2139/ssrn.2816278
https://doi.org/10.2139/ssrn.2816278
Autor:
Fernando Palao, Ángel Pardo Tornero
This paper documents evidence of size clustering behavior in the European Carbon Futures Market and analyzes the circumstances under which it happens. Our findings show that carbon trades are concentrated in sizes of one to five contracts and in mult
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::6521bd26d16e89356a2b8a8c610dee87
http://www.ivie.es/downloads/docs/wpasec/wpasec-2012-10.pdf
http://www.ivie.es/downloads/docs/wpasec/wpasec-2012-10.pdf
Autor:
Ángel Pardo Tornero, Fernando Palao
Publikováno v:
SSRN Electronic Journal.
This paper documents empirical evidence of size clustering behavior in the European Carbon Futures Market and analyzes the circumstances under which it happens. Our findings show that carbon trades are concentrated in sizes of one to five contracts a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd17bbc502014499ecb2d9169e355c83
https://doi.org/10.2139/ssrn.2159759
https://doi.org/10.2139/ssrn.2159759
Publikováno v:
Practical Formal Methods for Hardware Design ISBN: 9783540620075
This chapter describes the application of a formal verification toolset to the high level design of telecom ICs. The tools have been developed in ESPRIT project number 6128 (FORMAT). An explanation will be given of how these tools have been integrate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f927b0bd743cada711633863a8c5efe
https://doi.org/10.1007/978-3-642-60641-0_6
https://doi.org/10.1007/978-3-642-60641-0_6