Breaking Points Analysis of the EUA Spot Price Development.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F14%3A86090180" target="_blank" >RIV/61989100:27510/14:86090180 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Breaking Points Analysis of the EUA Spot Price Development.
Original language description
This article deals with identification and analysis of breaking points during the EUA spot price development. This commodity is crucial for European industrial companies which take a part in the European system of carbon emissions trading (EU ETS). Thissystem has been influenced by many external shocks which increased an uncertainty degree for companies and they made their decision-making more complicated. The aim of this article is to find and describe significant changes in EUA price during the second phase of the EU ETS system (2008-2012) and during the beginning of the current third phase using data obtained from the SENDECO2 trading market. The Bai-Perron procedure for multiple breaking points is used for this analysis.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/EE2.3.30.0016" target="_blank" >EE2.3.30.0016: Opportunities for young researchers</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Managing and Modeling of Financial Risks : 7th international scientific conference : proceedings : 8th-9th September 2014, Ostrava, Czech Republic. [Part I-III]
ISBN
978-80-248-3631-7
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
613-620
Publisher name
VŠB-Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 8, 2014
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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