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On the Stochastic Properties of Carbon Futures Prices

Bibliographic Data

ID19088402
AuthorsJulien Chevallier (0000-0001-9109-0205, corresponding author), Benoît Sévi
Year2012
Publication date2012-01-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueSSRN Electronic Journal (REPOSITORY)
Journal identifiersISSN: 1556-5068 • E-ISSN: 1556-5068
PublisherRELX Group (Netherlands) (PUBLISHER • NL)
DOI10.2139/ssrn.2115840
OpenAlexW2617035973
LanguageEN
References cited60

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

  • Markets in licenses and efficient pollution control programs

    Open Access•W David Montgomery•Journal of Economic Theory•1972

  • Volatility Jumps

    Viktor Todorov, George Tauchen•Journal of Business and Economic…•2011

  • Probability Theory and Stochastic Processes with Applications

    Oliver Knill•Probability Theory and Stochastic…•2007

Citation velocityhistorical
Highly citedNo

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