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Forecasting ethanol price volatility under structural breaks
(Society of Chemical IndustryWiley, 2020-10-06)
- article
The use of ethanol as a vehicle fuel has reduced greenhouse gas emissions significantly. The introduction of ethanol has also led to a decrease in crude oil prices. Considering the economic and environmental significance ...
Brexit uncertainty and volatility persistence in tourism demand
(RoutledgeTaylor & Francis, 2020-09-24)
- article
Tourism has emerged as one of the leading components of aggregate economic growth in most developed economies, especially in the UK, where it is predicted to grow at an annual rate of 3.8% through 2025. Because tourism ...
Assessing the risk of the European Union carbon allowance market : structural breaks and forecasting performance
(Emerald, 2019-06-17)
- article
Purpose - The purpose of this paper is to examine the impact of structural breaks on the conditional variance of carbon emission allowance prices.
Design/methodology/approach - The authors employ the symmetric GARCH model, ...