Pages that link to "Item:Q2629585"
From MaRDI portal
The following pages link to Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585):
Displaying 3 items.
- Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (Q2288914) (← links)
- MULTIFRACTAL CROSS-CORRELATION ANALYSIS BETWEEN CARBON SPOT AND FUTURES MARKETS CONSIDERING ASYMMETRIC CONDUCTION EFFECT (Q5025317) (← links)
- Extreme risk measurement of carbon market considering multifractal characteristics (Q6594989) (← links)