Notes, Comments and Preliminary results Jan 13 2012 Julien Chevallier   Cointegration between carbon spot and futures prices: from linear to nonlinear modeling   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 13 2012 Julien Chevallier   EUAs and CERs: Interactions in a Markov regime-switching environment   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 14 2011 Julien Chevallier   Wavelet packet transforms analysis applied to carbon prices   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 10 2011 Julien Chevallier   Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 15 2010 Julien Chevallier   Volatility forecasting of carbon prices using factor models   Abstract  Contact Information  Citation  Full Text  -  Note   May 27 2010 Julien Chevallier   A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices   Abstract  Contact Information  Citation  Full Text  -  Note