Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models
Author:
Publisher
Elsevier BV
Reference80 articles.
1. Price determination in the EU ETS market: theory and econometric analysis with market fundamentals;Aatola;Energy Econ,2013
2. Persistence in forecasting performance and conditional combination strategies;Aiolfi;J Econometr,2006
3. European carbon prices and banking restrictions: evidence from phase I (2005–2007);Alberola;Energy J,2009
4. The EU Emissions trading scheme: the effects of industrial production and CO2 emissions on European carbon prices;Alberola;Int Econ,2008
5. Price drivers and structural breaks in European carbon prices 2005–2007;Alberola;Energy Policy,2008
Cited by 93 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A novel probabilistic carbon price prediction model: Integrating the transformer framework with mixed-frequency modeling at different quartiles;Applied Energy;2025-08
2. Carbon price prediction model based on multi-agent and environment co-evolution;Energy;2025-08
3. Carbon reduction decision-making in the supply chain considering carbon allowances and bidirectional option trading mode of carbon emission rights;Energy Reports;2025-06
4. Does Investor Attention Matter in Carbon Pricing? Empirical Evidence from Crude Oil Market;SAGE Open;2025-04
5. Predictive Recurrent Neural Networks Based Carbon Price Forecasting: A Generative Perspective;Computational Economics;2025-02-22
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.7亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2025 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3