id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fbem-15617	Qian, Jia	Carbon Futures Volatility Forecasting: The Role of Spillover Effect from Crude Oil Futures Market	2024	7	.pdf	application/pdf	5282	256	59	To ensure the robustness of this conclusion, this paper also investigates the impact of spillover effects generated by WTI crude oil futures on the volatility of EUA futures, and concludes that the GARCH-MIDAS model considering spillover effects can improve the prediction accuracy of EUA futures volatility. The results showed that compared with the implied volatility of carbon option prices and k-nearest neighbor models, GARCH models had better predictive ability for EUA futures volatility.	cache/fbem-15617.pdf	txt/fbem-15617.txt