Keywords: Dynamic linear regression
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Journal Articles
Journal of Advances in Management Research (2017) 14 (4): 481–526.
Published: 02 October 2017
... is adjudged as the best model. Findings The best model for forecasting the EUA returns of all three phases is dynamic linear regression with lagged predictors and that for forecasting EUA continuous series is ARIMA errors. The latent factors such as switch to gas (STG) and clean spread (capturing...

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