Prediction of Emission Allowances Spot Prices Volatility with the Use of GARCH Models
For several years, the system of emission allowances trading has been dealing with a crisis mainly due to the falling prices of emission allowances. That said, the partial aim of this paper is to create an overview of EUA trading options and acquaint readers with the development of the emission a...
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| Format: | Article |
| Language: | English |
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University of Finance and Administration
2016-06-01
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| Series: | ACTA VŠFS |
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| Online Access: | https://is.vsfs.cz/auth/repo/5262/Spiesova_ACTA_2016_1.pdf |