کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6680522 1428074 2018 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS
موضوعات مرتبط
مهندسی و علوم پایه مهندسی انرژی مهندسی انرژی و فناوری های برق
پیش نمایش صفحه اول مقاله
Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS
چکیده انگلیسی
This paper presents a real-time forecasting procedure that utilizes multiple factors with different sampling frequencies to predict the weekly carbon price. Novel combination-MIDAS models with five weight-type schemes are proposed for evaluating the forecast accuracy. The evidence shows that combination-MIDAS models provide forecasting performance gains over traditional models, which supports the use of mixed-frequency data that consist of economic and energy indicators to forecast the weekly carbon price. It is also shown that, Coal is the best predictor for carbon price forecasting and that forecasts that are based on Crude have similar trends to actual carbon prices but are higher than the actual prices.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Energy - Volume 216, 15 April 2018, Pages 132-141
نویسندگان
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