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@@ -28390,29 +28390,6 @@ Coal
</div> </div>
</div> </div>
</div> </div>
</section>
<section id="conclusion" class="slide level2">
<h2>Conclusion</h2>
<div class="columns">
<div class="column" style="width:48%;">
<p>Accounting for heteroscedasticity or stabilizing the variance via log transformation is crucial for good performance in terms of ES</p>
<ul>
<li>Price dynamics emerged way before the Russian invasion into Ukraine</li>
<li>Linear dependence between the series reacted only right after the invasion</li>
<li>Improvements in forecasting performance is mainly attributed to:
<ul>
<li>the tails</li>
<li>the dependence structure between the marginals</li>
</ul></li>
</ul>
</div><div class="column" style="width:4%;">
</div><div class="column" style="width:48%;">
<center>
<img role="img" src="data:image/svg+xml;base64,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 truncated
</center>
<p><i class="fa fa-fw fa-newspaper" style="color:var(--col_grey_9);"></i> Berrisch, J., Pappert, S., Ziel, F., &amp; Arsova, A. <span class="citation" data-cites="berrisch2023modeling">(<a href="#/references" role="doc-biblioref" onclick>2023</a>)</span>. Modeling volatility and dependence of European carbon and energy prices. <em>Finance Research Letters</em>, 52, 103503.</p>
</div></div>
</section></section> </section></section>
<section> <section>
<section id="final-remarks" class="title-slide slide level1 center" data-visibility="uncounted"> <section id="final-remarks" class="title-slide slide level1 center" data-visibility="uncounted">
index.qmd
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@@ -3763,38 +3763,6 @@ plot_quant_data %>% ggplot(aes(x = date, y = value)) +
:::: ::::
## Conclusion
:::: {.columns}
::: {.column width="48%"}
Accounting for heteroscedasticity or stabilizing the variance via log transformation is crucial for good performance in terms of ES
- Price dynamics emerged way before the Russian invasion into Ukraine
- Linear dependence between the series reacted only right after the invasion
- Improvements in forecasting performance is mainly attributed to:
- the tails
- the dependence structure between the marginals
:::
::: {.column width="4%"}
:::
::: {.column width="48%"}
<center>
<img src="assets/voldep/frame.svg" width="250">
</center>
<i class="fa fa-fw fa-newspaper" style="color:var(--col_grey_9);"></i> Berrisch, J., Pappert, S., Ziel, F., & Arsova, A. [-@berrisch2023modeling]. Modeling volatility and dependence of European carbon and energy prices. <em>Finance Research Letters</em>, 52, 103503.
:::
::::
# Final Remarks {visibility="uncounted"} # Final Remarks {visibility="uncounted"}
## Contributions {#sec-contributions} ## Contributions {#sec-contributions}