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Amelie, Charles ; Jessica, Fouilloux ; Olivier, Darne ; Olivier, Darné ; Amelie, CHARLES ; Jessica, Fouilloux. (2010) Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II.
In: Working Papers. RePEc:hal:wpaper:hal-00473727.
Full description at Econpapers
cites:
[43] Uhrig-Homburg M. and Wagner M. (2007). Futures price dynamics of CO2 emission certificates - An empirical analysis. Working paper, University of Karlsruhe.
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