The influencing factors of sCER price dynamics under the clean development mechanism: theory and econometric analysis

DOI10.1007/S11424-018-6154-8zbMath1405.91500OpenAlexW2886528003WikidataQ129406286 ScholiaQ129406286MaRDI QIDQ1757681

Yaqi Wu, Yu Yang, Chen Zhang

Publication date: 15 January 2019

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-018-6154-8

zbMATH Keywords

econometric analysisinfluencing factorsclean development mechanismsCER carbon price

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Threshold heteroskedastic models

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