Investigating the price determinants of the European Emission Trading System : a non-parametric approach
Year of publication: |
2024
|
---|---|
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
|
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 |
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