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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2023
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| Materias: | |
| 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 |