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A note on cointegrating and vector autoregressive relationships between CO2 allowances spot and futures prices
(2010) Article accepté pour publication ou publié
Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-Switching analysis
(2012-05) Article accepté pour publication ou publié
EUAs and CERs : Vector autoregression, impulse response function and cointegration analysis
(2010-01) Article accepté pour publication ou publié
Detecting instability in the volatility of carbon prices
(2011) Article accepté pour publication ou publié
Anticipating correlations between EUAs and CERs : a dynamic conditional correlation GARCH model
(2011-01-12) Article accepté pour publication ou publié
Volatility forecasting of carbon prices using factor models
(2010) Article accepté pour publication ou publié
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
(2011) Article accepté pour publication ou publié
Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK
(2010) Article accepté pour publication ou publié
Bankable emission permits under uncertainty and optimal risk-management rules
(2011-12) Article accepté pour publication ou publié
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model
(2011) Article accepté pour publication ou publié