Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Jiqian Wang, Xiaozhu Guo, Xueping Tan, Julien Chevallier, Feng Ma
| Year of publication: |
2023
|
|---|---|
| Authors: | Wang, Jiqian ; Guo, Xiaozhu ; Tan, Xueping ; Chevallier, Julien ; Ma, Feng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 117.2023, p. 1-16
|
| Subject: | European carbon market | Exogenous driver | Supervised learning method | Volatility forecasting | Volatilität | Volatility | EU-Staaten | EU countries | Prognoseverfahren | Forecasting model | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106419 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014437106