Carbon implied volatility and return volatility of EU emissions: Evidence from machine learning methods

Journal of Cleaner Production 2026 Open access

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Authors: Probal Dutta, Anupam Dutta, Elie Bouri

DOI: 10.1016/j.jclepro.2026.147644

Cited by: 1

References: 36

Fields of Study & Subjects

Market Dynamics and Volatility Sustainable Finance and Green Bonds Climate Change Policy and Economics

References 36