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Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities

Carolina García-Martos, Julio Rodríguez and María Jesús Sánchez

Applied Energy, 2013, vol. 101, issue C, 363-375

Abstract: In the current uncertain context that affects both the world economy and the energy sector, with the rapid increase in the prices of oil and gas and the very unstable political situation that affects some of the largest raw materials’ producers, there is a need for developing efficient and powerful quantitative tools that allow to model and forecast fossil fuel prices, CO2 emission allowances prices as well as electricity prices. This will improve decision making for all the agents involved in energy issues.

Keywords: Time series models; Forecasting; Unobserved components; Fossil fuels; Electricity; CO2 emission prices (search for similar items in EconPapers)
Date: 2013
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