Options introduction and volatility in the EU ETS
Year of publication: |
2009
|
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Authors: | Chevallier, Julien ; Pen, Yannick Le ; Sévi, Benoît |
Institutions: | EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) |
Subject: | EU ETS | Option prices | Volatility | GARCH | Rolling Estimation | Endogenous Structural Break Detection |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2009-33 28 pages |
Classification: | Q48 - Government Policy ; Q57 - Ecological Economics: Ecosystem Services; Biodiversity Conservation; Bioeconomics ; Q58 - Government Policy |
Source: |
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Options introduction and volatility in the EU ETS
Chevallier, Julien, (2009)
-
Options introduction and volatility in the EU ETS.
Chevallier, Julien,
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Options introduction and volatility in the EU ETS
Chevallier, Julien, (2011)
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Chevallier, Julien, (2009)
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On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien, (2011)
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Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
Bunn, Derek, (2014)
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