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~language:"eng"
~language:"hrv"
~language:"und"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Handbook"
~type_genre:"Übersichtsarbeit"
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EU-type carbon emissions trade...
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Zeitreihenanalyse
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McElroy, Tucker
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15
Chan, Joshua
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15
Saikkonen, Pentti
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Sibbertsen, Philipp
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Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
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1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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International journal of forecasting
331
Journal of econometrics
324
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
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Econometric theory
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Econometric reviews
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Oxford bulletin of economics and statistics
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Finance research letters
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
5,799
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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