Variance risk-premia in CO 2 markets
Julien Chevallier
| Year of publication: |
2013
|
|---|---|
| Authors: | Chevallier, Julien |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 598-605
|
| Subject: | Variance risk-premia | CO2 market | Model-free implied volatility | Realized volatility | Forecasting | EUA | CER | EU ETS | CDM | Energy volatilities | Volatilität | Volatility | Emissionshandel | Emissions trading | Prognoseverfahren | Forecasting model | Treibhausgas-Emissionen | Greenhouse gas emissions | Clean Development Mechanism | Clean development mechanism | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009731478