Convenience yields for CO2 emission allowance futures contracts

Szymon Borak, Wolfgang Härdle, Stefan Trück and Rafał Weron

No 2006-076, SFB 649 Discussion Papers from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

JEL-codes: C19 G13 Q28 (search for similar items in EconPapers)
Date: 2006
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