Applications of Long-Memory and Structure Breaks for Carbon Indexes
This paper aims to investigatethe long-memory properties of four carbon indexes by utilizing the autoregressive frictionally integrated moving average–fractionally integrated general autoregressive conditional heteroskedasticity models. First, this study discovered a significant long-memory effect...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2023-05-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/14289 |