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.

翻译：本文提出了一种ARIMA-TX-GARCH模型，并利用该模型预测欧盟碳排放配额期货价格，其中将布伦特原油期货价格作为外生变量纳入模型。