2Chevallier J. Carbon futures and macroeconomic risk factors: A view from the EU ETS[J]. Energy Economics, 2009, 31(4): 614-625.
3Deaton A, Laroqne G. On the behavior of commodity prices[J]. Review of Economic Studies, 1992, 59(1): 1 -23.
4Jog V, Schaller H. Finance constraints and asset pricing: Evidence on mean reversion[J]. Journal of Empirical Finance, 1994, 1(2): 193 -209.
5Bhanot K. What causes mean reversion in corporate bond index spreads? The impact of survival[J]. Journal of Banking & Finance, 2005, 29(6): 1385-1403.
6Choe K I, Nam K, Vahid F. Necessity of negative serial correlation for mean-reversion of stock prices[J]. The Quarterly Review of Economics and Finance, 2007, 47(4): 576 -583.
7Alberola E, Chevallier J. European carbon prices and banking restrictions: Evidence from phase I (2005-2007)[J]. The Energy Journal, 2009, 30(3): 51- 80.
8Alberola E, Chevallier J, Cheze B. Price drivers and structural breaks in European carbon prices 2005-2007[J]. Energy Policy, 2008, 36(2): 78-797.
9Nelson D B. ARCH models as diffusion approximations[J]. Journal of Econometrics, 1990, 45(1/2): 7-38.
10Zhang Y J, Wei Y M. An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect[J]. Applied Energy, 2010, 87(6): 1804- 1814.
