Skip to Main content Skip to Navigation
Conference papers

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

Document type :
Conference papers
Complete list of metadatas

https://hal-audencia.archives-ouvertes.fr/hal-00797491
Contributor : Sylvia Cheminel <>
Submitted on : Wednesday, March 6, 2013 - 3:18:53 PM
Last modification on : Wednesday, September 2, 2020 - 5:36:20 PM

Identifiers

  • HAL Id : hal-00797491, version 1

Citation

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⟩

Share