Forecasting carbon futures volatility using GARCH models with energy volatilities

By Suk Joon Byun, H. Cho. 2013

320 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/74acdf6b9b9d5884e3be34fa2207ff7c68c6e611