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Journal Articles Economics Bulletin Year : 2010

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

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Julien Chevallier
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EconomiX
Laboratoire d'Economie Dionysien

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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991987

Submitted on : Friday, May 16, 2014-11:22:14 AM

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hal-00991987 , version 1 (16-05-2014)

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

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