The Analysis of Carbon Prices Volatility
碩士 === 淡江大學 === 經濟學系碩士班 === 98 === In this paper we use GARCH model to analyze the daily carbon prices volatility of European Union Allowances (EUAs) traded in the European Energy Exchange with a sample period from March 2008 to December 2009. We consider both the energy prices and two extreme weath...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47548977132824923827 |