On the realized volatility of the ECX CO2 Emissions 2008 Futures Contract: distribution, dynamics and forecasting
Year of publication: |
2009
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Authors: | Chevallier, Julien ; Sévi, Benoît |
Publisher: |
Milano : Fondazione Eni Enrico Mattei (FEEM) |
Subject: | Emissionshandel | Volatilität | Statistische Verteilung | EU-Staaten | CO2 Price | Realized Volatility | HAR-RV | GARCH | Futures Trading | Emissions Markets | EU ETS | Intraday data | Forecasting |
Series: | Nota di Lavoro ; 113.2009 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 646490710 [GVK] hdl:10419/53254 [Handle] |
Classification: | C5 - Econometric Modeling ; G1 - General Financial Markets ; Q4 - Energy |
Source: |
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Chevallier, Julien, (2009)
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Chevallier, Julien, (2009)
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Sévi, Benoît, (2011)
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Jump-robust estimation of realized volatility in the EU emissions trading scheme
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Bunn, Derek, (2014)
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