Forecasting volatility of EUA futures : new evidence
Year of publication: |
2022
|
---|---|
Authors: | Guo, Xiaozhu ; Huang, Yisu ; Liang, Chao ; Umar, Muhammad |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 110.2022, p. 1-15
|
Subject: | Asymmetry | EUA futures | Extreme event | Jump | Volatility forecast | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Derivat | Derivative | Prognose | Forecast |
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