Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method

Guo, X.; Huang, D.; Li, X.; Liang, C.

Guo, X.; Huang, D.; Li, X.; Liang, C..

International Review of Economics and Finance ; 83:672-693, 2023.

Article in English | Scopus | ID: covidwho-2241181

Keywords

Carbon futures volatility; Categorical EPU indices; Machine learning method; Volatility forecasting

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Full text: Available Collection: Databases of international organizations Database: Scopus Type of study: Prognostic study Language: English Journal: International Review of Economics and Finance Year: 2023 Document Type: Article

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