CO2 emission allowances risk prediction with gas and GARCH models
Nader Trabelsi, Aviral Kumar Tiwari
| Alternative title: | CO 2 emission allowances risk prediction with gas and GARCH models |
|---|---|
| Year of publication: |
2023
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| Authors: | Trabelsi, Nader ; Tiwari, Aviral Kumar |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 2, p. 775-805
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| Subject: | CO2 emission allowances | GARCH | GAS | MCS procedure | VaR | ARCH-Modell | ARCH model | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Gaswirtschaft | Gas industry | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Im Haupttitel ist "2" tiefgestellt |
| Other identifiers: | 10.1007/s10614-021-10231-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228462