Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities

Steffen Hitzemann, Marliese Uhrig-Homburg, Karl Martin Ehrhart

Research output: Contribution to journalArticlepeer-review

13 Scopus citations

Abstract

This paper investigates the impact of the yearly announcement of realized emissions on the European carbon permit market. We find that this event generally leads to significant absolute abnormal returns on the event day, which are accompanied by increased trading volumes and high intraday volatilities. To the contrary, trading is particularly calm on the days before the event, as suggested by significantly lower trading volumes and volatilities. The high event-day volatility is expected by the market and incorporated in emission permit option prices. In line with these significant market reactions, we provide evidence that the emissions announcement has an outstanding information content for the market compared to other relevant news events.

Original languageEnglish (US)
Pages (from-to)560-569
Number of pages10
JournalEnergy Economics
Volume51
DOIs
StatePublished - 2015
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics
  • General Energy

Keywords

  • Announcement effects
  • EU ETS
  • Emission permits

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