On the Stochastic Properties of Carbon Futures Prices
Bibliographic Data
| ID | 19040485 |
|---|---|
| Authors | Julien Chevallier (0000-0001-9109-0205, corresponding author), Benoît Sévi |
| Year | 2013 |
| Volume | 58 |
| Issue | 1 |
| Pages | 127-153 |
| Publication date | 2013-07-10 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Environmental and Resource Economics (JOURNAL) |
| Journal identifiers | ISSN: 0924-6460 • E-ISSN: 1573-1502 |
| Publisher | Springer Science+Business Media (PUBLISHER • DE) |
| DOI | 10.1007/s10640-013-9695-2 |
| OpenAlex | W1975690539 |
| Language | EN |
| Citations received | 1 |
| References cited | 61 |
Brownian motion · Carbon price · Climate change · Econometrics · Economics · Financial economics · Futures contract · Jump · Jump process · Statistics · Capital Investment and Risk Analysis · Climate Change Policy and Economics · Mathematics · Stochastic processes and financial applications · Geology
| Unique citing works | 1 |
|---|---|
| Citations per year | 0.13 |
| Citation span | 2018 - 2018 (1) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 1 |