Skip to Main content Skip to Navigation
Journal articles

Volatility forecasting of carbon prices using factor models

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-00991968
Contributor : Haki Shtalbi Connect in order to contact the contributor
Submitted on : Friday, May 16, 2014 - 11:09:05 AM
Last modification on : Wednesday, November 10, 2021 - 10:46:02 AM

Identifiers

  • HAL Id : hal-00991968, version 1

Collections

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

Citation

Julien Chevallier. Volatility forecasting of carbon prices using factor models. Economics Bulletin, Economics Bulletin, 2010, pp.1642-1660. ⟨hal-00991968⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Les métriques sont temporairement indisponibles