Forecasting volatility of carbon under EU ETS: a multi-phase study |
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Authors: | Dhamija Ajay K. Yadav Surendra S. Jain PK |
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Affiliation: | 1.Defence Research and Development Organisation (DRDO), Delhi, India ;2.Department of Management Studies (DMS), Indian Institute Technology (IIT), Delhi, India ; |
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Abstract: | Environmental Economics and Policy Studies - Carbon management is a strategic priority and organizations need to forecast carbon for that. We aim to find out the best ARIMA-GARCH model for... |
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