Forecasting Strategies for Carbon Allowances Prices: From Classic Arbitrage Pricing Theory to Switching Regimes

Journal article:

Author(s)

Dominique Guegan, Marius-Cristian Frunza, Antonin Lassoudière

Journal
  • International Review of Applied Financial Issues and Economics
Date of publication
  • 2010
Keywords
  • CO2
  • Pricing
  • Markov
  • Switching
Pages
  • 576-596
URL of the HAL notice
Version
  • 1
Volume
  • 2