On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
Julien Chevallier () and
Benoît Sévi ()
Annals of Finance, 2011, vol. 7, issue 1, pages 1-29
Keywords: CO2 price; Realized volatility; HAR-RV; Emissions markets; EU ETS; Intraday data; Forecasting; C5; G1; Q4 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29
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