Open AccessTesting the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II
Author(s) -
Amélie Charles,
Olivier Darné,
Jessica Fouilloux
Publication year - 2010
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - european union , european commission , martingale (probability theory) , emissions trading , phase (matter) , econometrics , economics , carbon market , martingale difference sequence , phase difference , international economics , mathematics , statistics , climate change , biology , physics , ecology , quantum mechanics
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