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

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2023

Kód důvěrnosti údajů

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

Název periodika

International Journal of Energy Economics and Policy

ISSN

2146-4553

e-ISSN

2146-4553

Svazek periodika

13

Číslo periodika v rámci svazku

5

Stát vydavatele periodika

TR - Turecká republika

Počet stran výsledku

7

Strana od-do

1-7

Kód UT WoS článku

—

EID výsledku v databázi Scopus

2-s2.0-85171973892