EU Climate Change News Index: Forecasting EU ETS prices with online news

Author:

Hartvig Áron DénesORCID,Pap ÁronORCID,Pálos PéterORCID

Publisher

Elsevier BV

Subject

Finance

Reference23 articles.

1. Predicting Saudi stock market index by incorporating GDELT using multivariate time series modelling;Alamro,2019

2. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS;Arouri;Econ. Model.,2012

3. Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models;Benschopa,2014

4. Natural Language Processing with Python: Analyzing Text with the Natural Language Toolkit;Bird,2009

5. Forecasting carbon futures volatility using GARCH models with energy volatilities;Byun;Energy Econ.,2013

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