Modeling and forecasting of European Carbon Emission Allowance futures by ARIMA-TX-GARCH models with correlation threshold
arXiv:2510.07568
Abstract
We propose an ARIMA-TX-GARCH model and use it to forecast European Carbon Emission Allowance futures prices, incorporating Brent crude oil futures prices as an exogenous variable.
The authors determined that additional verification and robustness checks are required. The paper has been withdrawn and will be resubmitted after revision