The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models

The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models

The study is pioneer to investigate the volatility of CO2 emissions in Uzbekistan. To this end, ARCH (Autoregressive Conditional Heteroskedasticity) and GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models are used spanning the period 1925-2021 for the annual data of CO2 emissio...

Full description

Bibliographic Details
Main Authors: Bekhzod Kuziboev, Petra Vysušilová, Raufhon Salahodjaev, Alibek Rajabov, Tukhtabek Rakhimov
Format: Article
Language:English
Published: EconJournals 2023-09-01
Series:International Journal of Energy Economics and Policy
Subjects:
CO2 Emissions, Volatility, ARCH, GARCH, Uzbekistan
Online Access:http://econjournals.com/index.php/ijeep/article/view/14487

Internet

http://econjournals.com/index.php/ijeep/article/view/14487

Similar Items