Despoina Makariou

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Title
Prof. Dr.
Last Name
Makariou
First name
Despoina
Email
despoina.makariou@unisg.ch
Phone
+41 71 224 7973

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    Item type:Publication,
    A hybrid machine learning approach for carbon price forecasting
    (2025-03-11)
    Chen, Zezhun
    ;
    Christopoulos Dr Dimitrios
    ;
    Despoina Makariou  
    ;
    Joe MEAGHER
    ;
    Tsanakas, Andreas
    We investigate the impact of Brexit on the EU and UK Emissions Trading Systems (ETS), highlighting the risk of potential carbon leakage arising from differing carbon pricing dynamics. To analyze post-Brexit carbon market differences, we develop a novel hybrid ARIMA-LSTM machine learning model which captures both linear and nonlinear patterns, providing more accurate predictions and insights into carbon pricing trends than benchmark models. Our results reveal divergence between the two carbon markets post-Brexit underscoring the need for coordinated policies to address these disparities and emphasizing the importance of effective forecasting models to manage carbon pricing risks and promote fair competition.
    Type:conference speech
    URI:https://www.alexandria.unisg.ch/handle/20.500.14171/122780