Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach

Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier and Rui Xie
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Julien Chevallier: LED - Laboratoire d'Economie Dionysien - UP8 - Université Paris 8 Vincennes-Saint-Denis

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Date: 2019-10
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Published in Annals of Operations Research, 2019, 281 (1-2), pp.373-395. ⟨10.1007/s10479-018-2982-0⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-04250221

DOI: 10.1007/s10479-018-2982-0

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