Carbon prices forecasting in quantiles
Xiaohang Ren, Kun Duan, Lizhu Tao, Yukun Shi, Cheng Yan
| Year of publication: |
2022
|
|---|---|
| Authors: | Ren, Xiaohang ; Duan, Kun ; Tao, Lizhu ; Shi, Yukun ; Yan, Cheng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 108.2022, p. 1-15
|
| Subject: | Variable selection | Quantile regression | Carbon return predictability | Dimension reduction techniques | LASSO penalty | Out-of-sample forecasting | SCAD penalty | Treibhausgas-Emissionen | Greenhouse gas emissions | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Prognose | Forecast | Theorie | Theory | Emissionshandel | Emissions trading | Kapitaleinkommen | Capital income | Strafe | Punishment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105862 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013202748