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| Jan 13 2012 |
Julien Chevallier |
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EUAs and CERs: Interactions in a Markov regime-switching environment |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 14 2011 |
Julien Chevallier |
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Wavelet packet transforms analysis applied to carbon prices |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 10 2011 |
Julien Chevallier |
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Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 15 2010 |
Julien Chevallier |
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Volatility forecasting of carbon prices using factor models |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 17 2010 |
Julien Chevallier |
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EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 01 2009 |
Mohamed Amine Boutaba |
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Dynamic linkages among European carbon markets |
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Abstract Contact Information Citation Full Text - Note |
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