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On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics, and Forecasting

Julien Chevallier 1, 2 Benoît Sévi 3
1 EconomiX
2 LED - Laboratoire d'Economie Dionysien
3 GREQAM - Groupement de Recherche en Économie Quantitative d'Aix-Marseille
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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991964
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Submitted on : Friday, May 16, 2014 - 11:06:33 AM
Last modification on : Wednesday, November 10, 2021 - 10:46:02 AM

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  • HAL Id : hal-00991964, version 1

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CNRS | EHESS | ECONOMIX | UNIV-PARIS8 | LED | UNIV-AMU | EC-MARSEILLE | GREQAM | AMSE | UNIV-PARIS-LUMIERES | UNIV-PARIS-NANTERRE

Citation

Julien Chevallier, Benoît Sévi. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics, and Forecasting. Annals of Finance, Springer Verlag, 2011, pp.1-29. ⟨hal-00991964⟩

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