A Trustworthy AI Explainability Metric for Machine Learning Volatility Models: Evidence from the EU ETS

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Authors: Emanuela Raffinetti, Maria Elena De Giuli
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stock Market Forecasting Methods Market Dynamics and Volatility

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint