Exploring arbitrage opportunities between China's carbon markets based on statistical arbitrage pairs trading strategy
Bibliographic Data
| ID | 11368334 |
|---|---|
| Authors | Boqiang Lin (0000-0002-1308-400X, Xiamen University, corresponding author), Zhizhou Tan (0000-0002-4656-0885, Xiamen University) |
| Year | 2023 |
| Volume | 99 |
| Pages | 107041 |
| Publication date | 2023-03-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Environmental Impact Assessment Review (JOURNAL) |
| Journal identifiers | ISSN: 0195-9255 • E-ISSN: 1873-6432 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.eiar.2023.107041 |
| OpenAlex | W4320525776 |
| Language | EN |
| Citations received | 2 |
| References cited | 50 |
Algorithmic trading · Allowance (engineering · Alternative trading system · Arbitrage · Arbitrage pricing theory · Business · Capital asset pricing model · China · Covered interest arbitrage · Econometrics · Economics · Financial economics · Financial market · Fixed income arbitrage · Index arbitrage · Interest rate parity · Pairs trade · Risk arbitrage · Statistical arbitrage · Trading strategy · Climate Change Policy and Economics · Financial Markets and Investment Strategies · Market Dynamics and Volatility · Finance
Challenges toward carbon neutrality in China
The Behavior of Stock-Market Prices
The impact of low-carbon city construction on ecological efficiency
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Selected Papers of Hirotugu Akaike
Tests for Unit Roots
What kind of enterprises and residents bear more responsibilities in carbon trading? A step-by-step analysis based on the CGE model
Assessing the impact of emissions trading scheme on low-carbon technological innovation
How to effectively guide carbon reduction behavior of building owners under emission trading scheme? An evolutionary game-based study
Exploring the trading embodied CO2 effect and low-carbon globalization from the international division perspective
| Unique citing works | 2 |
|---|---|
| Citations per year | 2 |
| Citation span | 2025 - 2026 (2) |
| Citation velocity | current |
| Highly cited | No |
| Citation types | Neutral: 2 |