On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting

Julien Chevallier and Benoît Sévi

Annals of Finance, 2011, vol. 7, issue 1, 29 pages

Keywords: CO 2 price; Realized volatility; HAR-RV; Emissions markets; EU ETS; Intraday data; Forecasting; C5; G1; Q4 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (18)

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Related works:
Working Paper: On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting (2009)
Working Paper: On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting (2009)
Working Paper: On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting (2009)
Working Paper: On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting (2009)
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DOI: 10.1007/s10436-009-0142-x

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