Forecasting volatility of carbon under EU ETS : a multi-phase study
Year of publication: |
2017
|
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Authors: | Dhamija, Ajay K. ; Yadav, Surendra S. ; Jain, Pramod Kumar |
Published in: |
Environmental economics and policy studies. - Tokyo [u.a.] : Springer, ISSN 1432-847X, ZDB-ID 1437708-1. - Vol. 19.2017, 2, p. 299-335
|
Subject: | European Union Allowance (EUA) | EU ETS | Volatility Clustering | Conditional heteroscedasticity | ARIMA | GARCH | ARCH-Modell | ARCH model | Volatilität | Volatility | EU-Staaten | EU countries | Emissionshandel | Emissions trading | Prognoseverfahren | Forecasting model | Treibhausgas-Emissionen | Greenhouse gas emissions | Zeitreihenanalyse | Time series analysis |
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