LAUSR

Forecasting volatility of carbon under EU ETS: a multi-phase study

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1 Published in 2017 at "Environmental Economics and Policy Studies"

DOI: 10.1007/s10018-016-0155-4

Abstract: Carbon management is a strategic priority and organizations need to forecast carbon for that. We aim to find out the best ARIMA-GARCH model for forecasting conditional return and volatility of European Union Allowance (EUA) for… read more here.

Keywords: phase; dec; carbon; volatility ... See more keywords