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

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

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⟩

Share

Metrics

Record views

222