Work

Forecasting carbon futures volatility using GARCH models with energy volatilities

Year: 2013

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2013.06.017

Authors: Suk Joon Byun, Hangjun Cho

Institution: Korea Advanced Institute of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Climate action, Affordable and clean energy

Open Access status: closed

Funder: Korea Institute of Energy Technology Evaluation and Planning

OpenAlex ID: W2060629445

FWCI: 10.15

Cites: 54

Cited by: 356

Related to: 10