Price discovery in carbon exchange traded fund markets

Keshab Shrestha; Babak Naysary; Sheena Sara Suresh Philip

doi:10.1016/j.irfa.2023.102814

Price discovery in carbon exchange traded fund markets

Keshab Shrestha
, Babak Naysary^*
, Sheena Sara Suresh Philip

^*Corresponding author for this work

Monash University Malaysia

Research output: Contribution to journal › Article › peer-review

10 Citations (SciVal)

Original language	English
Article number	102814
Journal	International Review of Financial Analysis
Volume	89
DOIs	https://doi.org/10.1016/j.irfa.2023.102814 https://doi.org/10.1016/j.irfa.2023.102814
Publication status	Published (VoR) - 19 Jul 2023

Keywords

Carbon
Cointegration
ETF
Price discovery
Unit-root

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title = "Price discovery in carbon exchange traded fund markets",

keywords = "Carbon, Cointegration, ETF, Price discovery, Unit-root",

author = "Keshab Shrestha and Babak Naysary and Philip, \{Sheena Sara Suresh\}",

note = "Publisher Copyright: {\textcopyright} 2023 The Authors",

year = "2023",

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day = "19",

doi = "10.1016/j.irfa.2023.102814",

language = "English",

volume = "89",

journal = "International Review of Financial Analysis",

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T1 - Price discovery in carbon exchange traded fund markets

AU - Shrestha, Keshab

AU - Naysary, Babak

AU - Philip, Sheena Sara Suresh

PY - 2023/7/19

Y1 - 2023/7/19

KW - Carbon

KW - Cointegration

KW - ETF

KW - Price discovery

KW - Unit-root

UR - https://www.open-access.bcu.ac.uk/14643/

U2 - 10.1016/j.irfa.2023.102814

DO - 10.1016/j.irfa.2023.102814

M3 - Article

SN - 1057-5219

VL - 89

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

M1 - 102814

ER -

Price discovery in carbon exchange traded fund markets

Keywords

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