Estimation and Forecast of Carbon Emission Market Volatility Based on Model Averaging Method

Name: Estimation and Forecast of Carbon Emission Market Volatility Based on Model Averaging Method
Creator: Nianling Wang
Published: 2024-12-31T19:14:20.014Z
Keywords: Econometric Modeling

Wang, Nianling; Wang, Qianchao; li, yong

doi:10.17632/sy5bkmf5yj.2

Estimation and Forecast of Carbon Emission Market Volatility Based on Model Averaging Method

Published: 31 December 2024| Version 2 | DOI: 10.17632/sy5bkmf5yj.2

Contributors:

Nianling Wang, Qianchao Wang, yong li

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EUA market futures continuous settlement price, and volatility estimate, forecast implementation procedures

Estimation and Forecast of Carbon Emission Market Volatility Based on Model Averaging Method

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