The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Futures Markets"
DOI: 10.1002/fut.22482
Abstract: In this paper, we find new evidence for the carbon futures volatility prediction by using the spillovers of fossil energy futures returns as a powerful predictor. The in‐sample results show that the spillovers have a… read more here.
Keywords: carbon futures; futures volatility; carbon; fossil energy ... See more keywords
Exploring Low-Carbon Futures: A Web Service Approach to Linking Diverse Climate-Energy-Economy Models
Sign Up to like & getrecommendations! Published in 2019 at "Energies"
DOI: 10.3390/en12152880
Abstract: The use of simulation models is essential when exploring transitions to low-carbon futures and climate change mitigation and adaptation policies. There are many models developed to understand socio-environmental processes and interactions, and analyze alternative scenarios,… read more here.
Keywords: climate energy; integration; energy; low carbon ... See more keywords