CO2 emission allowances risk prediction with gas and GARCH models
Alternative title: | CO 2 emission allowances risk prediction with gas and GARCH models |
---|---|
Year of publication: |
2023
|
Authors: | Trabelsi, Nader ; Tiwari, Aviral Kumar |
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 |
Type of publication: | Article |
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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 |
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