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Journal Articles Economics Bulletin Year : 2010

Volatility forecasting of carbon prices using factor models

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Julien Chevallier
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EconomiX
Laboratoire d'Economie Dionysien

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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991968

Submitted on : Friday, May 16, 2014-11:09:05 AM

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hal-00991968 , version 1 (16-05-2014)

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

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