Jump-robust estimation of realized volatility in the EU emissions trading scheme
Year of publication: |
2010
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Authors: | Chevallier, Julien ; Sévi, Benoît |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | CO2 price | Intraday data | EU ETS |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in The Journal of Energy Markets, 2010, Vol. 3, no. 2. pp. 49-67.Length: 18 pages |
Classification: | G1 - General Financial Markets ; Q4 - Energy ; L72 - Mining, Extraction, and Refining: Other Nonrenewable Resources |
Source: |
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Chevallier, Julien, (2009)
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Chevallier, Julien, (2009)
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Chevallier, Julien, (2009)
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Options introduction and volatility in the EU ETS
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