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Journal Articles Economics Bulletin Year : 2011

Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model

Julien Chevallier
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Laboratoire d'Economie Dionysien

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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991955

Submitted on : Friday, May 16, 2014-10:58:16 AM

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hal-00991955 , version 1 (16-05-2014)

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Julien Chevallier. Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model. Economics Bulletin, 2011, pp.255-272. ⟨hal-00991955⟩

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