Work

On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting

Year: 2009

Type: article

Source: Annals of Finance

DOI: 10.1007/s10436-009-0142-x

Authors: Julien Chevallier, Benoît Sévi

Institutions: Centre National de la Recherche Scientifique, EconomiX, Imperial College London, Laboratoire d'Economie et de Management de Nantes Atlantique, Bordeaux École de Management, Université d'Angers

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

OpenAlex ID: W2108038629

FWCI: 6.199

Cites: 108

Cited by: 59

Related to: 10