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Journal Articles Economics Bulletin Year : 2012

Cointegration between carbon spot and futures prices: from linear to nonlinear modeling

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Julien Chevallier
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EconomiX
Laboratoire d'Economie Dionysien

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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991674

Submitted on : Thursday, May 15, 2014-4:57:58 PM

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hal-00991674 , version 1 (15-05-2014)

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Julien Chevallier. Cointegration between carbon spot and futures prices: from linear to nonlinear modeling. Economics Bulletin, 2012, pp.160-181. ⟨hal-00991674⟩

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