On the Stochastic Properties of Carbon Futures Prices
Bibliographic Data
| ID | 19088402 |
|---|---|
| Authors | Julien Chevallier (0000-0001-9109-0205, corresponding author), Benoît Sévi |
| Year | 2012 |
| Publication date | 2012-01-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | SSRN Electronic Journal (REPOSITORY) |
| Journal identifiers | ISSN: 1556-5068 • E-ISSN: 1556-5068 |
| Publisher | RELX Group (Netherlands) (PUBLISHER • NL) |
| DOI | 10.2139/ssrn.2115840 |
| OpenAlex | W2617035973 |
| Language | EN |
| References cited | 60 |
Brownian motion · Carbon price · Climate change · Econometrics · Economics · Financial economics · Futures contract · Jump · Jump process · Physics · Statistics · Atmospheric and Environmental Gas Dynamics · Climate Change Policy and Economics · Market Dynamics and Volatility · Mathematics · Geology
| Citation velocity | historical |
|---|---|
| Highly cited | No |