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Testing the martingale difference hypothesis in CO2 emission allowances. (2011). Fouilloux, Jessica ; Darné, Olivier ; Charles, Amelie.
In: Post-Print.
RePEc:hal:journl:halshs-00600724.

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  1. Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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  2. Efficiency in cryptocurrency markets: new evidence. (2021). Arguedas, Raquel ; Muela, Sonia Benito ; Lopez-Martin, Carmen.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00182-5.

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  3. Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach. (2020). Yoon, Seong-Min ; Kim, Neung-Woo ; Lee, Yun-Jung ; Choi, Ki-Hong.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:9:p:2171-:d:352974.

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  4. Emission reduction effect and carbon market efficiency of carbon emissions trading policy in China. (2020). Li, Jing ; Zhang, Wei ; Guo, Shucen.
    In: Energy.
    RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302243.

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  5. How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Gronwald, Marc ; Sattarhoff, Cristina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7102.

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