EUAs and CERs : Interactions in a Markov regime-switching environment
Year of publication: |
2012
|
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Authors: | Chevallier, Julien |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | EUA | CER | Markov regime-switching |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Economics Bulletin, 2012, Vol. 32, no. 1. pp. 86-101.Length: 15 pages |
Classification: | Q4 - Energy ; C1 - Econometric and Statistical Methods: General |
Source: |
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EUAs and CERs : Interactions in a Markov regime-switching environment.
Chevallier, Julien, (2012)
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EUAs and CERs: Interactions in a Markov regime-switching environment
Chevallier, Julien, (2012)
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Wavelet packet transforms analysis applied to carbon prices
Chevallier, Julien, (2011)
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Chevallier, Julien, (2010)
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Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market
Alberola, Emilie, (2009)
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