The puzzle of Carbon Allowance spread
By Michele Azzone, Roberto Baviera, Pietro Manzoni
Rating
1484
Battle Count: 107
Relevance
8/10
Highly relevant for carbon market trading strategies and risk management in environmental markets.
Implementation Complexity
6/10
Requires advanced econometric knowledge and access to specific financial data sources.
Reproducibility
4/5
The paper provides detailed methodology and data sources, enhancing reproducibility.
About this paper
Methodology: Cointegration Analysis. Problem types: Time Series Analysis, Cointegration Analysis.
The interactive Everscope explorer (charts, battles, favorites) loads below.