Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Hengzhen Lu, Qiujin Gao and Matthew C. Li
| Year of publication: |
2023
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| Authors: | Lu, Hengzhen ; Gao, Qiujin ; Li, Matthew C. |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 54, p. 6427-6443
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| Subject: | carbon emission price | Economic uncertainty | GARCH-MIDAS | model confidence set (MCS) | volatility forecasting | Volatilität | Volatility | Treibhausgas-Emissionen | Greenhouse gas emissions | Prognoseverfahren | Forecasting model | China | ARCH-Modell | ARCH model | Risiko | Risk | Emissionshandel | Emissions trading | Luftverschmutzung | Air pollution | Börsenkurs | Share price | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2156470 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014381870