Options introduction and volatility in the EU ETS
Year of publication: |
2011
|
---|---|
Authors: | Chevallier, Julien ; Le Penn, Yannick ; Sévi, Benoît |
Published in: |
Resource and energy economics. - Amsterdam [u.a.] : Elsevier, ISSN 0928-7655, ZDB-ID 1153616-0. - Vol. 33.2011, 4, p. 855-880
|
Subject: | Emissionshandel | Emissions trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | ARCH-Modell | ARCH model | EU-Staaten | EU countries | 2005-2008 |
-
Understanding volatility dynamics in the EU-ETS market : lessons from the future
Violante, Francesco, (2009)
-
Capital market response to emission allowance prices : a multivariate GARCH approach
Venmans, Frank, (2015)
-
Liu, Hsiang-hsi, (2013)
- More ...
-
Macro factors in oil futures returns
Le Penn, Yannick, (2011)
-
A Fear Index to Predict Oil Futures Returns
Chevallier, Julien, (2013)
-
Chevallier, Julien, (2009)
- More ...