no code implementations • 11 Mar 2024 • Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa, Elisabetta Mirto
This paper studies the identification of Structural Vector Autoregressions (SVARs) exploiting a break in the variances of the structural shocks.
no code implementations • 7 Feb 2024 • Andrea Bastianin, Elisabetta Mirto, Yan Qin, Luca Rossini
We rely on emissions and price forecasts to build market monitoring tools that track demand and price pressure in the EU ETS market.
