Forecasting carbon futures volatility using GARCH models with energy volatilities
Suk Joon Byun; Hangjun Cho
| Year of publication: |
2013
|
|---|---|
| Authors: | Byun, Suk Joon ; Cho, Hangjun |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 40.2013, p. 207-221
|
| Subject: | Carbon futures | GARCH | Implied volatility | Forecasting | Energy market | Volatilität | Volatility | ARCH-Modell | ARCH model | Treibhausgas-Emissionen | Greenhouse gas emissions | Energiemarkt | Prognoseverfahren | Forecasting model | Energieprognose | Energy forecast | Prognose | Forecast | Emissionshandel | Emissions trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010349571