Downside risks in EU carbon and fossil fuel markets
Year of publication: |
2015
|
---|---|
Authors: | Reboredo, Juan C. ; Ugando, Mikel |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 111.2015, C, p. 17-35
|
Publisher: |
Elsevier |
Subject: | Emission allowances | Fossil fuel prices | EGARCH | EVT | Downside risk |
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