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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
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Journal articles
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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991987
Contributor : Haki Shtalbi Connect in order to contact the contributor
Submitted on : Friday, May 16, 2014 - 11:22:14 AM
Last modification on : Wednesday, November 10, 2021 - 10:46:02 AM

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  • HAL Id : hal-00991987, version 1

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

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⟩

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