Blar i BI Open på forfatter "Winsnes, Nikolai Albert Gabriel Schwalenstöcker"
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The Trading Potential of Cointegration: Taking Advantage of the Cointegration of Emission Allowances and Carbon-Intensive Energy Commodities.
Winsnes, Nikolai Albert Gabriel Schwalenstöcker (Master thesis, 2023)This thesis investigates the cointegration between the European Emission Allowances (EUA) and carbon-intensive energy commodities: coal, oil, and gas in the EU, the US, and Australia. We propose a directional trading ...