Now showing items 1-3 of 3

    • On the modeling of CO2 EUA and CER prices of EU-ETS for the 2008–2012 period 

      Gürler, Ü.; Yenigün, D.; Çağlar, M.; Berk, E. (John Wiley and Sons, 2016)
      Increased consumption of fossil fuels in industrial production has led to a significant elevation in the emission of greenhouse gases and to global warming. The most effective international action against global warming ...
    • Regulated fractionally integrated processes 

      Trokic, M. (Wiley-Blackwell Publishing Ltd., 2013)
      Regulated (bounded) integrated time series are of significant practical importance and a recent development in the time series literature. Although regulated integrated series are characterized by asymptotic distributions ...
    • Wavelet energy ratio unit root tests 

      Trokić, M. (Taylor and Francis Inc., 2016)
      This article uses wavelet theory to propose a frequency domain nonparametric and tuning parameter-free family of unit root tests. The proposed test exploits the wavelet power spectrum of the observed series and its fractional ...