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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, 1-29

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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Related works:
Working Paper: On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting (2009) Downloads
Working Paper: On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting (2009) Downloads
Working Paper: On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting (2009) Downloads
Working Paper: On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting (2009) Downloads
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