Volatility forecasting of carbon prices using factor models
Year of publication: |
2010
|
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Authors: | Chevallier, Julien |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Volatility Forecasting | Carbon price | Factor models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Economics Bulletin, 2010, Vol. 30, no. 2. pp. 1642-1660.Length: 18 pages |
Classification: | Q4 - Energy ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
Source: |
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Volatility forecasting of carbon prices using factor models.
Chevallier, Julien, (2010)
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Volatility forecasting of carbon prices using factor models
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