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  1. 1. An Empirical Examination of the EUA Emission Rights Market: Investigation of the price dynamics of EUA future contracts

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Johan Aggeryd; Fredrik Strömqvist; [2008]
    Nyckelord :EUA; emission rights; future contract; Kyoto protocol; ARIMA; covenience yield;

    Sammanfattning : Since the introduction of an international market for emission rights researchers are still trying to determine the price dynamics of these instruments, which are traded in a market that bears no resemblance to any other equity or commodity market to date. In our thesis we apply econometric analysis and derivative theory to find factors that affect the prices of EUA futures. LÄS MER