Identifying the determinants of European carbon allowances prices : a novel robust partial least squares method for open-high-low-close data
Wenyang Huang, Huiwen Wang, Yigang Wei
| Year of publication: |
2023
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| Authors: | Huang, Wenyang ; Wang, Huiwen ; Wei, Yigang |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-16
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| Subject: | European Union allowance | European Union emission trading system | Open-high-low-close data | Partial least squares method | Roust estimation | EU-Staaten | EU countries | Emissionshandel | Emissions trading | Kleinste-Quadrate-Methode | Least squares method | Partielle kleinste Quadrate | Partial least squares | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102938 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014470516