Forecasting the Volatility of Energy Transition Metals
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- Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025. "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers 349169, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025. "Forecasting the Volatility of Energy Transition Metals," Papers 2501.16069, arXiv.org, revised Jan 2025.
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More about this item
Keywords
Critical Raw Materials; Energy Transition; Features; Volatility; Forecasting; Density forecasts;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
- Q30 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - General
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2025-02-10 (Energy Economics)
- NEP-ENV-2025-02-10 (Environmental Economics)
- NEP-FOR-2025-02-10 (Forecasting)
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