Estimation and forecast of carbon emission market volatility based on model averaging method
Nianling Wang, Qianchao Wang, Yong Li
| Year of publication: |
2025
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|---|---|
| Authors: | Wang, Nianling ; Wang, Qianchao ; Li, Yong |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 143.2025, Art.-No. 106976, p. 1-10
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| Subject: | Carbon market | Model averaging | Sequential Monte Carlo | Volatility | Volatilität | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Schätzung | Estimation | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106976 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015193412