Modeling the dynamics of European carbon futures price: a Zipf analysis

Bangzhu Zhu, Shujiao Ma, Julien Chevallier and Yi-Ming Wei

No 2014-155, Working Papers from Department of Research, Ipag Business School

Abstract: This article investigates the European carbon futures price dynamics by applying the Zipf analysis. The results show that: first, carbon price behaviour is asymmetric, and the long-term bearish probability is greater than the long-term bullish probability

Keywords: EU ETS; carbon futures price; Zipf analysis; expectation of return; time-scale of investment (search for similar items in EconPapers)
Pages: 19 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-ene, nep-env and nep-eur
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
https://faculty-research.ipag.edu/wp-content/uploa ... IPAG_WP_2014_155.pdf (application/pdf)

Related works:
Journal Article: Modelling the dynamics of European carbon futures price: A Zipf analysis (2014)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ipg:wpaper:2014-155

Access Statistics for this paper

More papers in Working Papers from Department of Research, Ipag Business School Contact information at EDIRC.
Bibliographic data for series maintained by Ingmar Schumacher ().