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~person:"Chevallier, Julien"
~subject:"Carbon futures price"
~subject:"Volatility"
~type:"article"
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Carbon futures price
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Chevallier, Julien
Dhamija, Ajay K.
2
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Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
Modelling the dynamics of European carbon futures price : a Zipf analysis
Zhu, Bangzhu
;
Ma, Shujiao
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
Economic modelling
38
(
2014
),
pp. 372-380
Persistent link: https://www.econbiz.de/10010419048
Saved in:
3
Variance risk-premia in CO 2 markets
Chevallier, Julien
- In:
Economic modelling
31
(
2013
),
pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
Saved in:
4
On the realized volatility of the ECX CO2 emissions 2008 futures contract : distribution, dynamics and forecasting
Chevallier, Julien
;
Sévi, Benoît
- In:
Annals of finance
7
(
2011
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10008840227
Saved in:
5
Options introduction and volatility in the EU ETS
Chevallier, Julien
;
Le Penn, Yannick
;
Sévi, Benoît
- In:
Resource and energy economics
33
(
2011
)
4
,
pp. 855-880
Persistent link: https://www.econbiz.de/10009525598
Saved in:
6
Detecting instability in the volatility of carbon prices
Chevallier, Julien
- In:
Energy economics
33
(
2011
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10009262002
Saved in:
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