paper
The impact of economic policy uncertainties on the volatility of European carbon market
Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh, Jiqiang Wang
The impact of economic policy uncertainties on the volatility of European carbon market
Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh, Jiqiang Wang
paper2020-07-21English
game theory economicsarxiv
Description
The European Union Emission Trading Scheme is a carbon emission allowance trading system designed by Europe to achieve emission reduction targets. The amount of carbon emission caused by production activities is closely related to the socio-economic environment. Therefore, from the perspective of economic policy uncertainty, this article constructs the GARCH-MIDAS-EUEPU and GARCH-MIDAS-GEPU models for investigating the impact of European and global economic policy uncertainty on carbon price flu...
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