Skip to Main content Skip to Navigation
Journal articles

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

Julien Chevallier 1, 2
1 EconomiX
2 LED - Laboratoire d'Economie Dionysien
Document type :
Journal articles
Complete list of metadata
https://hal-univ-paris8.archives-ouvertes.fr/hal-00991674
Contributor : Haki Shtalbi Connect in order to contact the contributor
Submitted on : Thursday, May 15, 2014 - 4:57:58 PM
Last modification on : Wednesday, November 10, 2021 - 10:46:02 AM

Identifiers

  • HAL Id : hal-00991674, version 1

Collections

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

Citation

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

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Les métriques sont temporairement indisponibles