Dhamija, Ajay Kumar; Yadav, Surendra S.; Jain, P.K. - In: Journal of Advances in Management Research 14 (2017) 4, pp. 481-526
Purpose The purpose of this paper is to find out the best method for forecasting European Union Allowance (EUA) returns and determine its price determinants. The previous studies in this area have focused on a particular subset of EUA data and do not take care of the multicollinearities. The...