The puzzle of Carbon Allowance spread

By Michele Azzone, Roberto Baviera, Pietro Manzoni

Published 2024-05-24

Everscope rating

1575

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Cointegration Analysis. Problem types: Time Series Analysis, Cointegration Analysis.

arXiv:2405.12982 · Paper rankings

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