Carbon price analysis using empirical mode decomposition
Julien Chevallier and
Yi-Ming Wei ()
No 2014-156, Working Papers from Department of Research, Ipag Business School
Mastering the underlying characteristics of carbon price changes can help governments formulate correct policies to keep efficient operation of carbon markets, and investors take effective measures to evade their investment risks. Empirical mode decomposi
Keywords: Carbon Price; Empirical Mode Decomposition; Multiscale Analysis; Forecasting; EU ETS (search for similar items in EconPapers)
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Journal Article: Carbon Price Analysis Using Empirical Mode Decomposition (2015)
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