Open access
Sep 2026
The predictive role of implied volatility in European carbon market returns across investment horizons
Prior studies have only taken into account the predictability of emerging economies’ carbon-trading markets by using spot-based commodity-market returns. This study theoretically advances the existing literature on energy economies by integrating different forward-looking uncertainty sources from the European equity (V...
Mosab I. Tabash, S. Issa, Silvi Asna Prestianawati et al.
· Asian Economic and Financial... · 0 citations