Missing trader fraud on the emissions market

Marius-Cristian Frunza (), Dominique Guegan () and Fabrice Thiebaut ()
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Marius-Cristian Frunza: Centre d'Economie de la Sorbonne et Sagacarbon - Caisse des Dépôts
Dominique Guegan: Centre d'Economie de la Sorbonne - Paris School of Economics, https://cv.archives-ouvertes.fr/dominique-guegan
Fabrice Thiebaut: Sagacarbon - Caisse des Dépôts

Documents de travail du Centre d'Economie de la Sorbonne from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

Abstract: The aim of this paper is to show evidence and to quantify with forensic econometric methods the impact of the missing trader fraud on European carbon allowances markets. This fraud occurred mainly between the end of 2008 and the beginning of 2009. In this paper, we explore the financial mechanisms of the fraud and the impact on the market behaviour as well as the consequences on its econometric features

Keywords: COE; Econometrie; fraud (search for similar items in EconPapers)
Pages: 15 pages
Date: 2010-08
New Economics Papers: this item is included in nep-ene and nep-env
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

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http://mse.univ-paris1.fr/pub/mse/CES2010/10071.pdf (application/pdf)

Related works:
Working Paper: Missing trader fraud on the emissions market (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:mse:cesdoc:10071

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