On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
Year of publication: |
2011
|
---|---|
Authors: | Sévi, Benoît ; Chevallier, Julien |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Intraday data | Forecasting | CO2 price | Realized volatility | HAR-RV | Emissions markets | EU ETS |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Annals of Finance, 2011, Vol. 7, no. 1. pp. 1-29.Length: 28 pages |
Classification: | C5 - Econometric Modeling ; G1 - General Financial Markets ; Q4 - Energy |
Source: |
-
Chevallier, Julien, (2009)
-
Chevallier, Julien, (2009)
-
Chevallier, Julien, (2009)
- More ...
-
Options introduction and volatility in the EU ETS
Chevallier, Julien, (2009)
-
Options introduction and volatility in the EU ETS
Chevallier, Julien, (2011)
-
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
Sévi, Benoît, (2013)
- More ...