Nonparametric modeling of carbon prices
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DOI: 10.1016/j.eneco.2011.03.003
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Citations
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Cited by:
- Zhu, Bangzhu & Ma, Shujiao & Chevallier, Julien & Wei, Yiming, 2014.
"Modelling the dynamics of European carbon futures price: A Zipf analysis,"
Economic Modelling,
Elsevier, vol. 38(C), pages 372-380.
- Bangzhu Zhu & Shujiao Ma & Julien Chevallier & Yiming Wei, 2014. "Modeling the dynamics of European carbon futures price: a Zipf analysis," Working Papers 2014-155, Department of Research, Ipag Business School.
- Byun, Suk Joon & Cho, Hangjun, 2013. "Forecasting carbon futures volatility using GARCH models with energy volatilities," Energy Economics, Elsevier, vol. 40(C), pages 207-221.
- Tol, Richard S.J., 2012.
"A cost–benefit analysis of the EU 20/20/2020 package,"
Energy Policy,
Elsevier, vol. 49(C), pages 288-295.
- Tol, Richard S. J., 2011. "A Cost-Benefit Analysis of the EU 20/20/2020 Package," Papers WP367, Economic and Social Research Institute (ESRI).
- Zachmann, Georg, 2013. "A stochastic fuel switching model for electricity prices," Energy Economics, Elsevier, vol. 35(C), pages 5-13.
- Zhu, Bangzhu & Han, Dong & Wang, Ping & Wu, Zhanchi & Zhang, Tao & Wei, Yi-Ming, 2017. "Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression," Applied Energy, Elsevier, vol. 191(C), pages 521-530.
More about this item
Keywords
Carbon prices; Nonparametric modeling; Conditional volatility modeling; Out-of-sample forecasting;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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