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Journal Articles Economic Modelling Year : 2010

Modelling risk premia in CO2 allowances spot and futures prices

Julien Chevallier
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EconomiX
Laboratoire d'Economie Dionysien

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https://hal-univ-paris8.archives-ouvertes.fr/hal-00992035

Submitted on : Friday, May 16, 2014-11:32:27 AM

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hal-00992035 , version 1 (16-05-2014)

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

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