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dc.contributor.authorChevallier, Julien
dc.date.accessioned2013-09-25T13:15:06Z
dc.date.available2013-09-25T13:15:06Z
dc.date.issued2013-03
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/11713
dc.language.isoenen
dc.subjectVariance risk-premiaen
dc.subjectCO2 marketen
dc.subjectModel-free implied volatilityen
dc.subjectRealized volatilityen
dc.subjectForecastingen
dc.subjectEUAen
dc.subjectCERen
dc.subjectEU ETSen
dc.subjectCDMen
dc.subjectEnergy volatilitiesen
dc.subject.ddc332en
dc.subject.classificationjelC5en
dc.subject.classificationjelG1en
dc.subject.classificationjelQ4en
dc.titleVariance risk-premia in CO2marketsen
dc.typeArticle accepté pour publication ou publié
dc.relation.isversionofjnlnameEconomic Modelling
dc.relation.isversionofjnlvol31en
dc.relation.isversionofjnlissue51en
dc.relation.isversionofjnldate2013-03
dc.relation.isversionofjnlpages598-605en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.econmod.2012.12.017en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelEconomie financièreen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


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