Carbon Price Analysis Using Empirical Mode Decomposition
暂无分享,去创建一个
[1] N. Huang,et al. The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis , 1998, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.
[2] N. Huang,et al. A new view of nonlinear water waves: the Hilbert spectrum , 1999 .
[3] S. S. Shen,et al. Applications of Hilbert–Huang transform to non‐stationary financial time series analysis , 2003 .
[4] Gabriel Rilling,et al. On empirical mode decomposition and its algorithms , 2003 .
[5] Enric Valor,et al. CO2 Prices, Energy and Weather , 2007 .
[6] Julien Chevallier,et al. Price drivers and structural breaks in European carbon prices 2005–2007 , 2008 .
[7] M. Uhrig-Homburg,et al. Dynamic behavior of CO2 spot prices , 2008 .
[8] K. Lai,et al. A new approach for crude oil price analysis based on Empirical Mode Decomposition , 2008 .
[9] Julien Chevallier,et al. Risk Aversion and Institutional Information Disclosure on the European Carbon Market: A Case-Study of the 2006 Compliance Event , 2008 .
[10] Yi-Ming Wei,et al. An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect , 2010 .
[11] Kin Keung Lai,et al. A multiscale neural network learning paradigm for financial crisis forecasting , 2010, Neurocomputing.
[12] A. Montagnoli,et al. Carbon trading thickness and market efficiency , 2010 .
[13] Julien Chevallier. Modelling risk premia in CO2 allowances spot and futures prices , 2010 .
[14] B. Hintermann. Allowance Price Drivers in the First Phase of the EU ETS , 2010 .
[15] Jan Horst Keppler,et al. Causalities between CO2, electricity, and other energy variables during phase I and phase II of the EU ETS , 2010 .
[16] Christian Conrad,et al. Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency , 2010 .
[17] Cal B. Muckley,et al. An Emerging Equilibrium in the EU Emissions Trading Scheme , 2010 .
[18] Pasi Fränti,et al. Minimum spanning tree based split-and-merge: A hierarchical clustering method , 2011, Inf. Sci..
[19] Yi-Ming Wei,et al. Carbon price volatility: Evidence from EU ETS , 2011 .
[20] Julien Chevallier. Wavelet packet transforms analysis applied to carbon prices , 2011 .
[21] Anna Creti,et al. Les Cahiers de la Chaire Economie du Climat Carbon Price Drivers : Phase I versus Phase II Equilibrium ? , 2011 .
[22] M. Arouri,et al. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS , 2012 .
[23] Bangzhu Zhu. A Novel Multiscale Ensemble Carbon Price Prediction Model Integrating Empirical Mode Decomposition, Genetic Algorithm and Artificial Neural Network , 2012 .
[24] Anne Toppinen,et al. Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals , 2013 .
[25] Uta Pigorsch,et al. Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals , 2013 .
[26] Yi-Ming Wei,et al. Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology , 2013 .
[27] E. Roca,et al. Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies , 2013 .
[28] Patrick Flandrin,et al. Trend filtering via empirical mode decompositions , 2013, Comput. Stat. Data Anal..