Anticipating correlations between EUAs and CERs : a dynamic conditional correlation GARCH model
Year of publication: |
2011-01
|
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Authors: | Chevallier, Julien |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Certified Emissions Reductions | European Union Allowances | Multiple Equation Models | Time-Series Models | econometric framework |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Economics Bulletin, 2011, Vol. 31, no. 1. pp. 255-272.Length: 17 pages |
Classification: | Q56 - Environment and Development; Environment and Trade; Sustainability; Environmental Accounting ; C32 - Time-Series Models |
Source: |
-
Anticipating correlations between EUAs and CERs : a dynamic conditional correlation GARCH model.
Chevallier, Julien, (2011)
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