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

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https://halshs.archives-ouvertes.fr/halshs-00645890
Contributor : Dominique Guégan <>
Submitted on : Monday, November 28, 2011 - 5:41:03 PM
Last modification on : Wednesday, December 2, 2020 - 3:22:38 AM

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  • HAL Id : halshs-00645890, version 1

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Dominique Guegan, Marius-Cristian Frunza, Antonin Lassoudière. Forecasting Strategies for Carbon Allowances Prices: From Classic Arbitrage Pricing Theory to Switching Regimes. International Review of Applied Financial Issues and Economics, 2010, 2 (3), pp.576-596. ⟨halshs-00645890⟩

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