Forecasting short-term carbon emission futures price volatility: information for hedging carbon emission futures risk

This paper aimed to illustrate how short-term carbon futures speculators might use short-term carbon emission futures data to predict and forecast carbon prices. The paper became apposite given ubiquitous research focussing on long-term carbon futures data, which has left out short-term carbon emiss...

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Bibliographic Details
Main Author: Collins C. Ngwakwe
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2017-12-01
Series:Environmental Economics
Subjects:
CDM
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/9610/EE_2017_04_Ngwakwe.pdf