Investigating the price determinants of the European Emission Trading System : a non-parametric approach
Cristiano Salvagnin, Aldo Glielmo, Maria Elena De Giuli and Antonietta Mira
| Year of publication: |
2024
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|---|---|
| Authors: | Salvagnin, Cristiano ; Glielmo, Aldo ; De Giuli, Maria Elena ; Mira, Antonietta |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 10, p. 1529-1544
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| Subject: | EU ETS | Feature selection | Forecasting | Gaussian processes | Information Imbalance | Mixed frequency data | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2407895 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196939