Chevallier, Julien; Sévi, Benoît - HAL - 2009
issue by characterizing the conditional and unconditional distributions of the realized volatility for the 2008 futures … contract in the European Climate Exchange (ECX), which is valid during Phase II (2008-2012) of the EU ETS. The realized … and dynamic properties of the ECX emissions futures volatility. The distribution of the daily realized volatility in …