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Predicting carbon market risk using information from macroeconomic fundamentals
Jiao, Lei; Liao, Yin; Zhou, Qing - In: Energy economics 73 (2018), pp. 212-227
Persistent link: https://www.econbiz.de/10011972585
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A novel framework for carbon price forecasting with uncertainties
Wang, Minggang; Zhu, Mengrui; Tian, Lixin - In: Energy economics 112 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013350454
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Prognose des CO2-Zertifikatepreisrisikos
Dannenberg, Henry; Ehrenfeld, Wilfried - 2008
dem Emissionshandel verbundenen Unternehmensrisiken. Das Papier diskutiert ein Preisbildungsmodell, auf dessen Grundlage …Modeling the price risk of CO2 certificates is one important aspect of integral corporate risk management related to … emissions trading. The paper presents a risk model which may be the basis for evaluating the risk of emission certificate prices …
Persistent link: https://www.econbiz.de/10010269911
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Prognose des CO2-Zertifikatepreisrisikos
Dannenberg, Henry; Ehrenfeld, Wilfried - 2008
Modeling the price risk of CO2 certificates is one important aspect of integral corporate risk management related to … emissions trading. The paper presents a risk model which may be the basis for evaluating the risk of emission certificate prices … expected reversion level and to estimate the parameters of the mean reversion process. -- risk ; carbon dioxide ; emissions …
Persistent link: https://www.econbiz.de/10003747872
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Forecasting the CO2 Certificate Price Risk
Ehrenfeld, Wilfried - 2014
Modeling the price risk of CO2 certificates is one important aspect of integral corporate risk management related to … emissions trading. The paper presents a risk model which may be the basis for evaluating the risk of emission certificate prices …
Persistent link: https://www.econbiz.de/10013069394
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A Novel Framework for Carbon Price Forecasting with Uncertainties
Wang, Minggang; Zhu, Mengrui; Tian, Lixin - 2022
Carbon price prediction is a key issue in the field of carbon market research. However, the existing methods of carbon price forecasting mostly regard carbon price series as a certain time series, but pay less attention to the uncertainty implied by carbon price series. Based on this, this paper...
Persistent link: https://www.econbiz.de/10013294447
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From climate risk to the returns and volatility of energy assets and green bonds : a predictability analysis under various conditions
Bouri, Elie; Rognone, Lavinia; Sokhanvar, Amin; Wang, … - In: Technological forecasting & social change : an … 194 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014475855
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Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao; Guan, Xinyue; Wei, Yigang; Xue, Shan; Xu, Liang - In: Energy economics 121 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
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Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen; Gao, Qiujin; Li, Matthew C. - In: Applied economics 55 (2023) 54, pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
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Analysis and forecast of the economic climate and price situation, 2007 - 2008
Lei, Chen; Yunfang, Liang; Qiu, Sheng'e - In: The China economy yearbook : analysis and forecast of … 3 (2009), pp. 49-73
Persistent link: https://www.econbiz.de/10009156200