Carbon Convenience Yields and Probability Density Forecasts for Carbon Returns

We explore the role of carbon convenience yields in forecasting the probability density of carbon returns. While theory suggests that convenience yields contain forward-looking information, their predictive content for carbon returns—especially in a density forecasting framework—remains underexplore...

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Detalhes bibliográficos

Principais autores:	Meng Han, Jia You, Min Lin
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2026-01-01
Colecção:	Mathematics
Assuntos:	carbon returns carbon convenience yields probability density forecasts mixed data sampling regressions model bootstrap
Acesso em linha:	https://www.mdpi.com/2227-7390/14/2/315
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