On the Modeling of CO2 EUA and CER Prices of EU‐ETS for the 2008–2012 Period
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Publication:4624934
DOI10.1002/ASMB.2154zbMath1420.91370OpenAlexW2314379593MaRDI QIDQ4624934
Mine Caglar, Deniz Yenigün, Ülkü Gürler, Emre Berk
Publication date: 20 February 2019
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.2154
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
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Cites Work
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