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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
 

Research announcements

Nov 28 2011 Julien Chevallier
  Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism
  Accepted by: John P. Conley
  Abstract  Contact Information  Citation  Full Announcement  -  Research Announcement
 

Conference announcements