Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors
Zhikai Zhang, Yudong Wang, Yaojie Zhang, Qunwei Wang
| Year of publication: |
2024
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| Authors: | Zhang, Zhikai ; Wang, Yudong ; Zhang, Yaojie ; Wang, Qunwei |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 133.2024, Art.-No. 107537, p. 1-16
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| Subject: | Carbon prices | Common factor | Dynamic model averaging | Investor attention | Return forecasting | Prognoseverfahren | Forecasting model | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Ökosteuer | Environmental tax | Kapitaleinkommen | Capital income | Schätzung | Estimation | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107537 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015049680