Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585): Difference between revisions
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Latest revision as of 11:18, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models |
scientific article |
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Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (English)
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6 July 2016
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carbon spot and futures returns
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EU ETS
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GARCH
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regime switching
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Granger causality
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forecasting
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