...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Technological forecasting and social change >Climate policy uncertainty and world renewable energy index volatility forecasting
【24h】

Climate policy uncertainty and world renewable energy index volatility forecasting

机译：Climate policy uncertainty and world renewable energy index volatility forecasting

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相关主题

摘要

Since the signing of the Paris Agreement in 2015, the global energy structure has undergone unprecedented adjustment, and renewable energy has ushered in a new period of development opportunities. From the perspective of energy stability and sustainable development, this paper uses the generalized autoregression-conditional heteroscedasticity mixed data sampling model (GARCH-MIDAS) to explore the predictive power of climate policy uncertainty (CPU) on the index volatility of renewable energy. At the same time, eight uncertainty indices, including the economic policy uncertainty index and geopolitical risk index variable, are introduced to discuss the impact on the volatility of renewable energy. Furthermore, the out-of-sample prediction accuracy of each model is tested by the out-of-sample R-OS(2), Model Confidence Set (MCS), direction-of-change (DoC) and other evaluation methods. Climate policy exhibits a superior ability to predict renewable energy volatility, offers a new perspective for the accurate prediction of renewable energy volatility, and provides a reliable guarantee for the sustainable development of the energy market and financial market.

著录项

获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号