Volatility forecasting of carbon prices using factor models - Archive ouverte HAL Access content directly
Journal Articles Economics Bulletin Year : 2010

Volatility forecasting of carbon prices using factor models

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

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  • HAL Id : hal-00991968 , version 1

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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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