Variance risk-premia in CO2markets
| Year of publication: |
2013-03
|
|---|---|
| Authors: | Chevallier, Julien |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | Variance risk-premia | CO2 market | Model-free implied volatility | Realized volatility | Forecasting | EUA | CER | EU ETS | CDM | Energy volatilities |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Economic Modelling, 2013, Vol. 31, no. 51. pp. 598-605.Length: 7 pages |
| Classification: | C5 - Econometric Modeling ; G1 - General Financial Markets ; Q4 - Energy |
| Source: |
Persistent link: https://www.econbiz.de/10010707135