Predicting carbon market risk using information from macroeconomic fundamentals
Lei Jiao, Yin Liao, Qing Zhou
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Jiao, Lei ; Liao, Yin ; Zhou, Qing |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 73.2018, p. 212-227
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| Subject: | Carbon price | Value at risk | Business cycle | Macroeconomy | State-dependence | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Theorie | Theory | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Konjunktur | Risiko | Risk | Klimawandel | Climate change | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.05.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972585