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Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II

Amélie Charles 1 Olivier Darné 2 Jessica Fouilloux
1 Audencia Recherche
2 LEMNA - Laboratoire d'économie et de management de Nantes Atlantique
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Conference papers
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https://hal-audencia.archives-ouvertes.fr/hal-00797491
Contributor : Sylvia Cheminel <>
Submitted on : Wednesday, March 6, 2013 - 3:18:53 PM
Last modification on : Tuesday, May 7, 2019 - 6:30:13 PM

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  • HAL Id : hal-00797491, version 1

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Amélie Charles, Olivier Darné, Jessica Fouilloux. Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II. 59ème congrès de l'Association Française de Science Economique (AFSE), Sep 2010, Paris, France. ⟨hal-00797491⟩

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