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Emissions compliances and carbon prices under the EU ETS : a country specific analysis of industrial sectors

Alberola, Emilie; Chevallier, Julien; Chèze, Benoît - In: Journal of policy modeling : JPMOD ; a social science … 31 (2009) 3, pp. 446-462

Persistent link: https://www.econbiz.de/10003861801

The EU emissions trading scheme : the effects of industrial production and CO 2 emissions on carbon prices

Alberola, Emilie; Chevallier, Julien; Chèze, Benoît - In: International economics : a journal published by CEPII … 116 (2008) 4, pp. 93-125

Persistent link: https://www.econbiz.de/10003862414

Carbon futures and macroeconomic risk factors : a view from the EU ETS

Chevallier, Julien - In: Energy economics 31 (2009) 4, pp. 614-625

Persistent link: https://www.econbiz.de/10003867906

Banking and borrowing in the EU ETS : an econometric appraisal of the 2005 - 2007 intertemporal market

Alberola, Emilie; Chevallier, Julien - In: International journal of energy, environment, and … 17 (2009) 4, pp. 441-456

Persistent link: https://www.econbiz.de/10008860387

Modelling risk premia in CO2 allowances spot and futures prices

Chevallier, Julien - In: Economic modelling 27 (2010) 3, pp. 717-729

Persistent link: https://www.econbiz.de/10003995620

On the realized volatility of the ECX CO2 Emissions 2008 Futures Contract: distribution, dynamics and forecasting

Chevallier, Julien; Sévi, Benoît - 2009

The recent implementation of the EU Emissions Trading Scheme (EU ETS) in January 2005 created new financial risks for emitting firms. To deal with these risks, options are traded since October 2006. Because the EU ETS is a new market, the relevant underlying model for option pricing is still a...