European Union Emissions Trading Scheme (EU-ETS) Futures Liquidity Effects: Evidence from the European Energy Exchange (EEX)

Conference object English OPEN
Ibikunle, Gbenga; Gregoriou, Andros;

We examine liquidity effects after the onset of trading in phase II of the EU-ETS for European Union Allowance (EUA) futures contracts. We obtain evidence of long-term improvement in liquidity of the EEX EUA December 2008 futures contract after the commencement of tradi... View more
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