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

Julien Chevallier 1, 2
1 EconomiX
2 LED - Laboratoire d'Economie Dionysien
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Journal articles
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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991674
Contributor : Haki Shtalbi <>
Submitted on : Thursday, May 15, 2014 - 4:57:58 PM
Last modification on : Tuesday, May 5, 2020 - 11:50:18 AM

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  • HAL Id : hal-00991674, version 1

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CNRS | ECONOMIX | UNIV-PARIS8 | LED | UNIV-PARIS10 | UNIV-PARIS-LUMIERES

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

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