Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Xiaozhu Guo, Dengshi Huang, Xiafei Li, Chao Liang
| Year of publication: |
2023
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|---|---|
| Authors: | Guo, Xiaozhu ; Huang, Dengshi ; Li, Xiafei ; Liang, Chao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 83.2023, p. 672-693
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| Subject: | Volatility forecasting | Carbon futures volatility | Categorical EPU indices | Machine learning method | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Treibhausgas-Emissionen | Greenhouse gas emissions | EU-Staaten | EU countries | Prognose | Forecast | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246784