EU Climate Change News Index: Forecasting EU ETS prices with online news
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DOI: 10.1016/j.frl.2023.103720
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Cited by:
- Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
- Liu, Dinggao & Chen, Kaijie & Cai, Yi & Tang, Zhenpeng, 2024. "Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach," Finance Research Letters, Elsevier, vol. 61(C).
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More about this item
Keywords
Emissions trading system; Carbon price prediction; Online news; TF–IDF; Climate change; Market index;All these keywords.
JEL classification:
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
- Q58 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environmental Economics: Government Policy
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