On the modeling of CO\(_2\) EUA and CER prices of EU-ETS for the 2008--2012 period (Q4624934)
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scientific article; zbMATH DE number 7026364
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| English | On the modeling of CO\(_2\) EUA and CER prices of EU-ETS for the 2008--2012 period |
scientific article; zbMATH DE number 7026364 |
Statements
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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0.7811940908432007
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0.7671383023262024
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0.7581325769424438
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0.7546416521072388
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0.7262982726097107
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