Mean reversion of stochastic convenience yields for CO<span class="elsevierStyleInf">2</span> emissions allowances: Empirical evidence from the EU ETS | The Spanish Review of Financial Economics

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Mean reversion of stochastic convenience yields for CO2 emissions allowances: Empirical evidence from the EU ETS

Kai Changa,b,

Corresponding author

k.chang16@yahoo.cn

Corresponding author.

, Su Sheng Wangb, Ke Pengb

a The Financial College, Zhejiang University of Finance & Economics, Hangzhou 310018, China

b Shenzhen Graduate School, Harbin Institute of Technology, Shenzhen 518055, China

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ISSN: 21731268
Original language: English

DOI:10.1016/j.srfe.2013.01.001

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Year/Month	Html	Pdf	Total

2024 April	60	6	66
2024 March	59	1	60
2024 February	65	9	74
2024 January	183	11	194
2023 December	63	8	71
2023 November	64	10	74
2023 October	105	15	120
2023 September	120	9	129
2023 August	50	5	55
2023 July	37	12	49
2023 June	30	7	37
2023 May	34	13	47
2023 April	23	6	29
2023 March	24	24	48
2023 February	27	15	42
2023 January	30	8	38
2022 December	46	3	49
2022 November	50	13	63
2022 October	46	16	62
2022 September	34	16	50
2022 August	40	19	59
2022 July	104	19	123
2022 June	50	15	65
2022 May	47	14	61
2022 April	48	10	58
2022 March	45	10	55
2022 February	46	13	59
2022 January	81	29	110
2021 December	44	12	56
2021 November	31	13	44
2021 October	29	9	38
2021 September	22	15	37
2021 August	18	7	25
2021 July	14	6	20
2021 June	28	19	47
2021 May	49	11	60
2021 April	93	20	113
2021 March	39	15	54
2021 February	47	10	57
2021 January	31	10	41
2020 December	41	8	49
2020 November	48	7	55
2020 October	18	9	27
2020 September	36	7	43
2020 August	21	7	28
2020 July	15	1	16
2020 June	18	8	26
2020 May	69	20	89
2020 April	16	7	23
2020 March	24	12	36
2020 February	26	8	34
2020 January	22	6	28
2019 December	15	15	30
2019 November	16	8	24
2019 October	13	6	19
2019 September	36	3	39
2019 August	26	6	32
2019 July	17	5	22
2019 June	49	14	63
2019 May	67	27	94
2019 April	37	24	61
2019 March	6	0	6
2019 February	7	4	11
2019 January	5	3	8
2018 December	7	3	10
2018 November	16	5	21
2018 October	17	6	23
2018 September	7	4	11
2018 August	7	3	10
2018 July	7	3	10
2018 June	8	1	9
2018 May	13	2	15
2018 April	3	2	5
2018 March	9	1	10
2018 February	8	2	10
2018 January	16	0	16
2017 December	4	0	4
2017 November	14	1	15
2017 October	12	3	15
2017 September	11	1	12
2017 August	11	3	14
2017 July	10	2	12
2017 June	71	15	86
2017 May	16	4	20
2017 April	12	13	25
2017 March	8	12	20
2017 February	12	1	13
2017 January	7	1	8
2016 December	15	8	23
2016 November	18	5	23
2016 October	28	8	36
2016 September	23	4	27
2016 August	12	1	13
2016 July	13	1	14
2016 June	20	2	22
2016 May	9	15	24
2016 April	11	7	18
2016 March	14	7	21
2016 February	6	10	16
2016 January	5	11	16
2015 December	14	4	18
2015 November	26	9	35
2015 October	13	10	23
2015 September	15	9	24
2015 August	10	3	13
2015 July	12	7	19
2015 June	4	1	5
2015 May	8	3	11
2015 April	10	4	14
2015 March	15	17	32
2015 February	18	1	19
2015 January	11	1	12
2014 December	11	2	13
2014 November	3	0	3
2014 October	13	3	16
2014 September	8	0	8
2014 August	9	1	10
2014 July	11	1	12
2014 June	15	3	18
2014 May	10	4	14
2014 April	9	6	15
2014 March	39	12	51
2014 February	38	8	46
2014 January	56	6	62
2013 December	36	11	47
2013 November	39	5	44
2013 October	20	6	26
2013 September	27	6	33
2013 August	30	7	37
2013 July	17	5	22
2013 June	9	3	12

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