Modeling and forecasting the volatility of carbon emission market: The role of outliers, time-varying jumps and oil price risk

By Anupam Dutta. 2018

151 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/f0ffb6bc76a9052e0dfe9368c05c391e5f5e9755