Modelling risk premia in CO2 allowances spot and futures prices

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https://hal-univ-paris8.archives-ouvertes.fr/hal-00992035
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Submitted on : Friday, May 16, 2014 - 11:32:27 AM
Last modification on : Wednesday, July 4, 2018 - 11:14:06 PM

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Julien Chevallier. Modelling risk premia in CO2 allowances spot and futures prices. Economic Modelling, Elsevier, 2010, pp.717-729. ⟨hal-00992035⟩

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