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Browsing Kandidatuppsatser by Author "Palmqvist, David"

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    • Price and Volatility Prediction in the EU ETS Market 

      Ljungqvist, Gustav E; Palmqvist, David (2014-03-10)
      In this thesis we examine return and volatility predictability of continuous futures contracts within the European Union Emissions Trading System (EU ETS). The market has been active for nine years and we examine whether ...