State-space implementation in forecasting carbon and gas prices in commodity markets
Rialdi Azhar, Febryan Kusuma Wisnu, Fajrin Satria Dwi Kesuma, Widya Rizki Eka Putri, Rian Andri Prasetya
| Year of publication: |
2022
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|---|---|
| Authors: | Azhar, Rialdi ; Wisnu, Febryan Kusuma ; Kesumah, Fajrin Satria Dwi ; Putri, Widya Rizki Eka ; Prasetya, Rian Andri |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 3, p. 280-286
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| Subject: | Commodity Markets | Forecasting | State Space Model | Carbon | Natural Gas | Treibhausgas-Emissionen | Greenhouse gas emissions | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Rohstoffmarkt | Commodity market | Erdgasmarkt | Natural gas market | Erdgas | Natural gas | Emissionshandel | Emissions trading | Prognose | Forecast | Rohstoffderivat | Commodity derivative | Welt | World | Gaspreis | Gas price | Preis | Price | Rohstoffpreis | Commodity price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.12894 [DOI] hdl:11159/8836 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013285561