Search Results for author: Antonia Arsova

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Modeling Volatility and Dependence of European Carbon and Energy Prices

no code implementations • 30 Aug 2022 • Jonathan Berrisch, Sven Pappert, Florian Ziel, Antonia Arsova

We study the prices of European Emission Allowances (EUA), whereby we analyze their uncertainty and dependencies on related energy prices (natural gas, coal, and oil).

Time Series Time Series Analysis

 
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