Showing 1 - 10 of 150
Putting a price on carbon - with taxes or developing carbon markets - is a widely used policy measure to achieve the target of net-zero emissions by 2050. This paper tackles the issue of producing point, direction-of-change, and density forecasts for the monthly real price of carbon within the...
Persistent link: https://www.econbiz.de/10014470036
The transition to a cleaner energy mix, essential for achieving net-zero greenhouse gas emissions by 2050, will significantly increase demand for metals critical to renewable energy technologies. Energy Transition Metals (ETMs), including copper, lithium, nickel, cobalt, and rare earth elements,...
Persistent link: https://www.econbiz.de/10015190309
We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors …
Persistent link: https://www.econbiz.de/10011389735
Persistent link: https://www.econbiz.de/10011414092
Persistent link: https://www.econbiz.de/10001815044
Persistent link: https://www.econbiz.de/10000965746
Persistent link: https://www.econbiz.de/10001650402
Persistent link: https://www.econbiz.de/10001650407
estimation methods. Specifically, we employ VAR models with drifting parameters and stochastic volatility which are used to … reflected in our out-of-sample analysis, as it does not translate into a corresponding improvement in forecast accuracy. …
Persistent link: https://www.econbiz.de/10014233967
Persistent link: https://www.econbiz.de/10010410196