On the Modeling of <i>C</i><i>O</i><sub>2</sub> EUA and CER Prices of EU‐ETS for the 2008–2012 Period (Q4624934): Difference between revisions

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Revision as of 19:34, 19 March 2024

scientific article; zbMATH DE number 7026364
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On the Modeling of <i>C</i><i>O</i><sub>2</sub> EUA and CER Prices of EU‐ETS for the 2008–2012 Period
scientific article; zbMATH DE number 7026364

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    On the Modeling of <i>C</i><i>O</i><sub>2</sub> EUA and CER Prices of EU‐ETS for the 2008–2012 Period (English)
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    20 February 2019
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    CO\(_2\) carbon market
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    Kyoto Protocol
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    Arma-GARCH models
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    fractional Brownian motion
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    EU-ETS
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    CER
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    EUA
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