Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances

The growing interest and direct impact of carbon trading in the economy have drawn an increasing attention to the evolution of the price of CO2 allowances (European Union Allowances, EUAs) under the European Union Emissions Trading Scheme (EU ETS). As a novel financial market, the dynamic analysis o...

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Detalles Bibliográficos
Autores principales: Villar-Rubio, Elena, Huete-Morales, María-Dolores, Galán-Valdivieso, Federico
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10172064/
https://www.ncbi.nlm.nih.gov/pubmed/37359707
http://dx.doi.org/10.1007/s13412-023-00838-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10172064/
https://www.ncbi.nlm.nih.gov/pubmed/37359707
http://dx.doi.org/10.1007/s13412-023-00838-5

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