Predicting carbon market risk using information from macroeconomic fundamentals
Year of publication: |
June 2018
|
---|---|
Authors: | Jiao, Lei ; Liao, Yin ; Zhou, Qing |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 73.2018, p. 212-227
|
Subject: | Carbon price | Value at risk | Business cycle | Macroeconomy | State-dependence | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Theorie | Theory | Konjunktur | Risiko | Risk | Wirkungsanalyse | Impact assessment | Klimawandel | Climate change | Ökosteuer | Environmental tax | Welt | World | Schätzung | Estimation |
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