Forecasting volatility of carbon under EU ETS : a multi-phase study

Ajay K. Dhamija, Surendra S. Yadav, PK Jain

Year of publication:	2017
Authors:	Dhamija, Ajay K. ; Yadav, Surendra S. ; Jain, Pramod Kumar
Published in:	Environmental economics and policy studies. - Tokyo [u.a.] : Springer, ISSN 1432-847X, ZDB-ID 1437708-1. - Vol. 19.2017, 2, p. 299-335
Subject:	European Union Allowance (EUA) \| EU ETS \| Volatility Clustering \| Conditional heteroscedasticity \| ARIMA \| GARCH \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| EU-Staaten \| EU countries \| Emissionshandel \| Emissions trading \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Treibhausgas-Emissionen \| Greenhouse gas emissions \| Heteroskedastizität \| Heteroscedasticity \| Schätzung \| Estimation

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