A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices

Julien Chevallier 1, 2
1 EconomiX
2 LED - Laboratoire d'Economie Dionysien
Document type :
Journal articles
Complete list of metadatas
https://hal-univ-paris8.archives-ouvertes.fr/hal-00991987
Contributor : Haki Shtalbi <>
Submitted on : Friday, May 16, 2014 - 11:22:14 AM
Last modification on : Thursday, March 14, 2019 - 2:54:04 PM

Identifiers

  • HAL Id : hal-00991987, version 1

Collections

ECONOMIX | UNIV-PARIS8 | LED

Citation

Julien Chevallier. A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices. Economics Bulletin, Economics Bulletin, 2010, pp.1564-1584. ⟨hal-00991987⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

222

Contact

support.ccsd.cnrs.fr
hal.support@ccsd.cnrs.fr
Logo CCSD