GHG in EUROPE. Evidence of persistence across markets using fractional integration

GHG in EUROPE. Evidence of persistence across markets using fractional integration

This paper investigates the persistence of GHG in Europe, evaluating the effectiveness of government policies, including the Kyoto Protocol and the EU Council commitment. Mean reversion properties, and the structure of the integration factor were examined to determine the degree of persistence acros...

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Bibliographic Details
Main Authors: Juan Infante, Luis A. Gil-Alana, Miguel A. Martin-Valmayor
Format: Article
Language:English
Published: Elsevier 2024-03-01
Series:Ecological Indicators
Subjects:
Pollutants
Europe
Time trends
Long memory
Fractional integration
Online Access:http://www.sciencedirect.com/science/article/pii/S1470160X24001870

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http://www.sciencedirect.com/science/article/pii/S1470160X24001870

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