Variance risk-premia in CO2markets

dc.contributor.author	Chevallier, Julien HAL ID: 7536
dc.date.accessioned	2013-09-25T13:15:06Z
dc.date.available	2013-09-25T13:15:06Z
dc.date.issued	2013-03
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/11713
dc.language.iso	en	en
dc.subject	Variance risk-premia	en
dc.subject	CO2 market	en
dc.subject	Model-free implied volatility	en
dc.subject	Realized volatility	en
dc.subject	Forecasting	en
dc.subject	EUA	en
dc.subject	CER	en
dc.subject	EU ETS	en
dc.subject	CDM	en
dc.subject	Energy volatilities	en
dc.subject.ddc	332	en
dc.subject.classificationjel	C5	en
dc.subject.classificationjel	G1	en
dc.subject.classificationjel	Q4	en
dc.title	Variance risk-premia in CO2markets	en
dc.type	Article accepté pour publication ou publié
dc.relation.isversionofjnlname	Economic Modelling
dc.relation.isversionofjnlvol	31	en
dc.relation.isversionofjnlissue	51	en
dc.relation.isversionofjnldate	2013-03
dc.relation.isversionofjnlpages	598-605	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1016/j.econmod.2012.12.017	en
dc.relation.isversionofjnlpublisher	Elsevier	en
dc.subject.ddclabel	Economie financière	en
dc.relation.forthcoming	non	en
dc.relation.forthcomingprint	non	en

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