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The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12510%2F23%3A43906791" target="_blank" >RIV/60076658:12510/23:43906791 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.proquest.com/docview/2865845724/fulltextPDF/9702E4E43B4C4379PQ/1?accountid=9646" target="_blank" >https://www.proquest.com/docview/2865845724/fulltextPDF/9702E4E43B4C4379PQ/1?accountid=9646</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.32479/ijeep.14487" target="_blank" >10.32479/ijeep.14487</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models

  • Original language description

    The study is a pioneer in investigating the volatility of CO2 emissions in Uzbekistan. To this end, Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models are used spanning the period 1925-2021 for the annual data of CO2 emissions. The results indicate that ARCH model is more adequate than GARCH model in the volatility assessment. Furthermore, it is found that the volatility of CO2 emissions in Uzbekistan is very high. The policymakers have to consider the high volatility of CO2 emissions in the environmental policy measures dedicated to reduce carbon dioxide emissions. © 2023, Econjournals. All rights reserved.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database

  • CEP classification

  • OECD FORD branch

    50202 - Applied Economics, Econometrics

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2023

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    International Journal of Energy Economics and Policy

  • ISSN

    2146-4553

  • e-ISSN

    2146-4553

  • Volume of the periodical

    13

  • Issue of the periodical within the volume

    5

  • Country of publishing house

    TR - TURKEY

  • Number of pages

    7

  • Pages from-to

    1-7

  • UT code for WoS article

  • EID of the result in the Scopus database

    2-s2.0-85171973892