Forecasting European carbon returns using dimension reduction techniques : commodity versus financial fundamentals
Xueping Tan, Kavita Sirichand, Andrew Vivian, Xinyu Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Tan, Xueping ; Sirichand, Kavita ; Vivian, Andrew ; Wang, Xinyu |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 3, p. 944-969
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| Subject: | Carbon return predictability | Decision based forecast evaluation | Diffusion index models | Dimension reduction techniques | Economic gains | EU ETS | Out-of-sample forecasting | Prognoseverfahren | Forecasting model | Treibhausgas-Emissionen | Greenhouse gas emissions | EU-Staaten | EU countries | Prognose | Forecast | Emissionshandel | Emissions trading | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349625