1. Rolling over stock index futures contracts;O Carchano;Journal of Futures Markets,2009
2. EUAs and CERs: Vector autoregression, impulse response function and cointegration analysis;J Chevallier;Economics Bulletin,2010
3. A model of carbon price interactions with macroeconomic and energy dynamics;J Chevallier;Energy Economics,2011
4. On the Realized Volatility of the ECX CO2 Emissions;J Chevallier;Futures Contract: Distribution, Dynamics and Forecasting,2008