Narrow search
Showing 1 - 10 of 5,799
Cover Image
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan; Pappert, Sven; Ziel, Florian; … - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Cover Image
Flexibility in the market for international carbon credits and price dynamics difference with European allowances
Gavard, Claire; Kirat, Djamel - In: Energy economics 76 (2018), pp. 504-518
Persistent link: https://www.econbiz.de/10011976717
Cover Image
An econometric analysis of emission allowance prices
Paolella, Marc S.; Taschini, Luca - In: Journal of banking & finance 32 (2008) 10, pp. 2022-2032
Persistent link: https://www.econbiz.de/10003778574
Cover Image
A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather
Liu, Hsiang-hsi; Chen, Yi-chun - In: Economic modelling 35 (2013), pp. 840-855
Persistent link: https://www.econbiz.de/10010338308
Cover Image
Dynamic linkages among carbon, energy and financial markets : a smooth transition approach
Koch, Nikolas - In: Applied economics 46 (2014) 7/9, pp. 715-729
Persistent link: https://www.econbiz.de/10010398983
Cover Image
Forecasting volatility of carbon under EU ETS : a multi-phase study
Dhamija, Ajay K.; Yadav, Surendra S.; Jain, Pramod Kumar - In: Environmental economics and policy studies 19 (2017) 2, pp. 299-335
Persistent link: https://www.econbiz.de/10011648594
Cover Image
Multivariate analysis of a time series EU ETS : methods and applications in carbon finance
Boutti, Rachid; El Amri, Adil; Rodhain, Florence - In: Financial markets, institutions and risks : FMIR 3 (2019) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10012034018
Cover Image
Forecasting European Union CO2 emissions using autoregressive integrated moving average-autoregressive conditional heteroscedasticity models
Dritsaki, Melina; Dritsaki, Chaido - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 411-423
Persistent link: https://www.econbiz.de/10012504221
Cover Image
Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach
Liu, Dinggao; Chen, Kaijie; Cai, Yi; Tang, Zhenpeng - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014491001
Cover Image
Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine
Zhang, Wen; Wu, Zhibin - In: Journal of forecasting 41 (2022) 3, pp. 615-632
Persistent link: https://www.econbiz.de/10013166168