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Le rôle des permis d'émission et de l'incertitude dans l'exercice d'un pouvoir de marché sur les marchés de gros de l'électricité : la stratégie de rétention de capacité
Rousse, Olivier - In: La revue de l'énergie 59 (2008) 582, pp. 82-93
Persistent link: https://www.econbiz.de/10003717573
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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
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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...
Persistent link: https://www.econbiz.de/10008840052
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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
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Decreasing R&D expenditures in the European energy industry and deregulation
Grosse, Olivier; Sévi, Benoît - In: The Journal of energy and development 38 (2012/13) 1/2, pp. 157-188
Persistent link: https://www.econbiz.de/10010249894
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On the stochastic properties of carbon futures prices
Chevallier, Julien; Sévi, Benoît - In: Environmental & resource economics : the official … 58 (2014) 1, pp. 127-153
Persistent link: https://www.econbiz.de/10010386062
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Volatility transmission and volatility impulse response functions in European electricity forward markets
LePen, Yannick; Sévi, Benoît - In: Energy economics 32 (2010) 4, pp. 758-770
Persistent link: https://www.econbiz.de/10008779965
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On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract : Distribution, Dynamics and Forecasting
Chevallier, Julien; Sévi, Benoît - 2017
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...
Persistent link: https://www.econbiz.de/10014207974
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Options Introduction and Volatility in the EU ETS
Chevallier, Julien - 2017
To improve risk management in the European Union Emissions Trading Scheme (EU ETS), the European Climate Exchange (ECX) has introduced option instruments in October 2006 after regulatory authorization. The central question we address is: can we identify a potential destabilizing effect of the...
Persistent link: https://www.econbiz.de/10012976815
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Gaz et électricité : un défi pour l'Europe et pour la France : rapport
Chevalier, Jean-Marie - 2008
Persistent link: https://www.econbiz.de/10013554428