BioFirm

Articles publiés et Travaux en cours:

 

1- Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets. Environmental Modeling & Assessment, April 2016, Volume 21, Issue 2, pp 279–289, Revue de Rang A. (chapitre 2 de la thèse).

 

http://link.springer.com/article/10.1007/s10666-015-9478-y

 

2- Time-frequency analysis of causalité and cohérence between the European Co2 . DR n°2015-08. Laboratoire Montpelliérain d'Économie Théorique et Appliquée (LAMETA). (Chapitre 3 de la thèse).

 

http://www.lameta.univ-montp1.fr/Documents/DR2015-08.pdf

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3- Multiscale hedge ratio between the spot and future prices of carbon: Wavelet Based Approach

E-prints/Working papers : Diffusé en premier sur ORBilu

http://hdl.handle.net/10993/29403

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4- The multi-scale analysis of dynamic transmission volatility of carbon prices.

E-prints/Working papers : Diffusé en premier sur ORBilu

http://hdl.handle.net/10993/29546

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5- Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH

E-prints/Working papers : Diffusé en premier sur ORBilu

​http://hdl.handle.net/10993/29547

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