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Volatility forecasting of carbon prices using factor models

Julien Chevallier 1, 2
1 EconomiX
2 LED - Laboratoire d'Economie Dionysien
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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991968
Contributor : Haki Shtalbi <>
Submitted on : Friday, May 16, 2014 - 11:09:05 AM
Last modification on : Wednesday, April 28, 2021 - 9:48:51 PM

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  • HAL Id : hal-00991968, version 1

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

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

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