Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II - Archive ouverte HAL Access content directly
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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

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Amélie Charles
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Jessica Fouilloux
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hal-00797491 , version 1 (06-03-2013)

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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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