Ces analyses tiennent compte des données officielles publiées à la fin de chaque mois (janvier – Octobre 2023).

Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH – Nsaoudi Ange (uni.lu) Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo. Commentaires Leave a Reply Annuler la réponse Connecté·e en tant que Davydson. Modifier votre profil. Se déconnecter ? Les champs obligatoires sont indiqués avec * Message*

Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets In this paper, interactions or co-movement between the CER and EUA futures prices are examined in order to shed light on the dependency between the European Union Emissions Trading Scheme (EU ETS) and the clean development mechanism (MDP). Our analysis uses the wavelet method to model the correlation between CER and EUA in the time-frequency domain. It highlights the impact of different investors (according to their investment horizons) on the co-movement between the CER and EUA prices, and therefore, the behavior of individual investors as speculators, arbitrageurs, and hedgers on European allowance and CDM credits cumulatively. In this vein, we analyze according to the frequency intervals, price convergence, identification of potential factors that could explain a difference in futures prices, and structural changes in the EUA and CER prices. The application is made using daily EUA’s and CER’s prices data. Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets | SpringerLink Commentaires Leave a Reply Annuler la réponse Connecté·e en tant que Davydson. Modifier votre profil. Se déconnecter ? Les champs obligatoires sont indiqués avec * Message*

Multiscale hedge ratio between the spot and future prices of carbon: Wavelet Based ApproachE-prints/Working papers Multiscale hedge ratio between the spot and future prices of carbon: Wavelet Based Approach – Nsouadi Ange (uni.lu)   Commentaires Leave a Reply Annuler la réponse Connecté·e en tant que Davydson. Modifier votre profil. Se déconnecter ? Les champs obligatoires sont indiqués avec * Message*