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L’enquête SET97 sur la santé, l’éducation, et les transferts à Antananarivo.

Arestoff-Izzo, Florence; Bardon, Rémi; Coury, Diane; … - Université Paris-Dauphine - 2000

plusieurs phases associée à l'enquête sur l'emploi. Elle a été élaborée dans le but d'analyser la santé et l'éducation, et d …

Persistent link: https://www.econbiz.de/10008532338

Évolution des prix de l’électricité aux clients domestiques en Europe occidentale.

Cruciani, Michel - Université Paris-Dauphine

Persistent link: https://www.econbiz.de/10009364879

Rents in the European Power Sector due to Carbon Trading.

Cruciani, Michel; Keppler, Jan Horst - Université Paris-Dauphine - 2010

The European Union Emissions Trading Scheme (EU ETS) has imposed a price on the allowances for CO2 emissions of electricity companies. Integrating this allowance price into the price of electricity earns a rent for companies who have received these allowances for free. During Phase I,...

Persistent link: https://www.econbiz.de/10008739281

Cointegration between carbon spot and futures prices : from linear to nonlinear modeling.

Chevallier, Julien - Université Paris-Dauphine - 2012

This paper develops two nonlinear cointegration models - a VECM with structural shift and a threshold cointegration model - applied to carbon spot and futures prices. The results extend the previous findings by Chevallier (2010), who studied this topic with a linear VECM. First, in the VECM with...

Persistent link: https://www.econbiz.de/10009493416

EUAs and CERs : Interactions in a Markov regime-switching environment.

Chevallier, Julien - Université Paris-Dauphine - 2012

This paper analyzes jointly the time series of European Union Allowances (EUAs) and Certified Emissions Reductions (CERs) in a Markov regime-switching environment. The purpose consists in capturing the interactions between the two time series - which have been highlighted in previous literature...

Persistent link: https://www.econbiz.de/10009493421

EUAs and CERs : Vector autoregression, impulse response function and cointegration analysis.

Chevallier, Julien - Université Paris-Dauphine - 2010

EUAs are European Union Allowances traded on the EU Emissions Trading Scheme (EU ETS), while Certified Emissions Reductions (CERs) arise from the Clean Development Mechanism under the Kyoto Protocol. These emissions assets attract an increasing attention among brokers, investors and operators on...

Persistent link: https://www.econbiz.de/10008504539

Volatility forecasting of carbon prices using factor models.

Chevallier, Julien - Université Paris-Dauphine - 2010

This article develops a forecasting exercise of the volatility of EUA spot, EUA futures, and CER futures carbon prices (modeled after an AR(1)-GARCH(1,1)) using two dynamic factors as exogenous regressors that were extracted from a Factor Augmented VAR model (Bernanke et al. (2005)). The dataset...

Persistent link: https://www.econbiz.de/10008471572

On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.

Sévi, Benoît; Chevallier, Julien - Université Paris-Dauphine - 2011

This article documents the conditional and unconditional distributions of the realized volatility for the 2008 futures contract in the European climate exchange (ECX), which is valid under the EU emissions trading scheme (EU ETS). Realized volatility measures from naive, kernel-based and...

Persistent link: https://www.econbiz.de/10008460928

Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power.

Chevallier, Julien - Université Paris-Dauphine

Persistent link: https://www.econbiz.de/10008460924

Education obligatoire en prèsence d'évasion fiscale.

Arestoff-Izzo, Florence; Jacques, Jean-François - Université Paris-Dauphine

à une taxe qui financerait l'éducation en présence d'évasion fiscale. Nous construisons un modèle à générations d …'agents dans lequel deux régimes d'éducation sont définis. Le premier est privé en l'absence d'état et le second est public. Dans … le régime privé, les agents financent l'éducation via un transfert de bien à l'école. Dans le régime public, l …

Persistent link: https://www.econbiz.de/10008799434