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Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II

open access: yes, 2010
This study examines the martingale difference hypothesis (MDH) for the market of carbon emission allowances within the European Union Emission Trading Scheme (EU ETS) during the Phase I and the Phase II, using both daily and weekly data over the period 2005--2009.
Charles, Amélie   +2 more
openaire   +3 more sources

A scaling limit theorem for controlled branching processes with a size-divisible term. [PDF]

open access: yesRev R Acad Cienc Exactas Fis Nat A Mat
González M   +2 more
europepmc   +1 more source

Ordinal pattern-based change point detection. [PDF]

open access: yesTest (Madr)
Betken A, Micali G, Schmidt-Hieber J.
europepmc   +1 more source

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